+9,127.5%
QLD vs RF
+71.1%
+9,056.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +0.6% | +1.3% | -0.7% | +0.1% |
| 30D | -0.1% | -3.6% | +3.5% | +1.2% |
| 3M | -8.4% | +8.1% | -16.4% | -11.3% |
| 6M | +32.2% | +11.5% | +20.7% | +26.4% |
| YTD | +28.9% | +15.6% | +13.3% | +21.2% |
| 1Y | +43.8% | +15.7% | +28.2% | +34.9% |
| 3Y | +176.6% | +86.9% | +89.7% | +115.4% |
| 5Y | +121.6% | +89.8% | +31.8% | +72.9% |
| 10Y | +1,652.9% | +344.7% | +1,308.2% | +871.5% |
| All | +9,127.5% | +71.1% | +9,056.3% | +6,822.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling