+121.0%
QLD vs RF
+89.8%
+31.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +0.6% | +1.3% | -0.7% | -0.3% |
| 30D | -0.1% | -3.6% | +3.5% | +2.2% |
| 3M | -8.4% | +8.1% | -16.4% | -13.5% |
| 6M | +32.2% | +11.5% | +20.7% | +21.8% |
| YTD | +28.9% | +15.6% | +13.3% | +15.2% |
| 1Y | +43.8% | +15.7% | +28.2% | +27.8% |
| 3Y | +176.6% | +86.9% | +89.7% | +73.0% |
| All | +121.0% | +89.8% | +31.2% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling