+1,351.8%
QLD vs RF
+279.4%
+1,072.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | -10.3% | -0.9% | -9.4% | -9.7% |
| 30D | -26.1% | +6.0% | -32.1% | -28.5% |
| 3M | -17.8% | -8.9% | -8.9% | -13.5% |
| 6M | -15.6% | +2.3% | -17.9% | -17.4% |
| YTD | +5.4% | +7.6% | -2.2% | -0.2% |
| 1Y | +5.2% | +21.2% | -15.9% | -7.0% |
| 3Y | +139.4% | +108.5% | +30.9% | +54.4% |
| 5Y | +66.7% | +43.2% | +23.5% | +31.4% |
| All | +1,351.8% | +279.4% | +1,072.4% | +755.5% |
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