+167.6%
QLD vs RF
+110.0%
+57.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.0% |
| 7D | -9.4% | +2.3% | -11.6% | -10.6% |
| 30D | -17.1% | +7.2% | -24.3% | -20.5% |
| 3M | -10.4% | -8.2% | -2.2% | -6.0% |
| 6M | +0.7% | +7.0% | -6.3% | -4.5% |
| YTD | +17.7% | +10.3% | +7.5% | +8.6% |
| 1Y | +14.7% | +25.1% | -10.4% | -2.9% |
| All | +167.6% | +110.0% | +57.5% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling