+67.2%
QLD vs REPL
-35.6%
+102.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.0% | -5.4% | +2.2% |
| 7D | -10.3% | +22.8% | -33.0% | -11.2% |
| 30D | -26.1% | +63.8% | -89.8% | -27.9% |
| 3M | -17.8% | +68.1% | -85.9% | -20.1% |
| 6M | -15.6% | +528.5% | -544.0% | -26.4% |
| YTD | +5.4% | +122.4% | -117.1% | -5.9% |
| 1Y | +5.2% | +154.4% | -149.1% | -7.0% |
| 3Y | +139.4% | +68.0% | +71.5% | +76.0% |
| All | +67.2% | -35.6% | +102.8% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling