+1,315.8%
QLD vs RF
+280.8%
+1,035.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.1% | -10.6% | -11.5% |
| 7D | -18.6% | -1.6% | -16.9% | -17.7% |
| 30D | -28.3% | +5.0% | -33.3% | -30.3% |
| 3M | -20.4% | -10.0% | -10.4% | -15.7% |
| 6M | -14.3% | +3.3% | -17.6% | -16.6% |
| YTD | +2.8% | +7.9% | -5.2% | -2.9% |
| 1Y | -1.2% | +21.2% | -22.5% | -12.7% |
| 3Y | +135.3% | +105.8% | +29.5% | +52.9% |
| 5Y | +62.6% | +43.7% | +18.8% | +27.9% |
| All | +1,315.8% | +280.8% | +1,035.0% | +732.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling