+62.6%
QLD vs RF
+42.4%
+20.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.1% | -10.6% | -11.3% |
| 7D | -18.6% | -1.6% | -16.9% | -17.5% |
| 30D | -28.3% | +5.0% | -33.3% | -30.6% |
| 3M | -20.4% | -10.0% | -10.4% | -14.8% |
| 6M | -14.3% | +3.3% | -17.6% | -17.1% |
| YTD | +2.8% | +7.9% | -5.2% | -4.3% |
| 1Y | -1.2% | +21.2% | -22.5% | -15.4% |
| 3Y | +135.3% | +105.8% | +29.5% | +35.1% |
| 5Y | +62.6% | +43.7% | +18.8% | +20.6% |
| All | +62.6% | +42.4% | +20.1% | +20.6% |
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