+8,329.0%
QLD vs RF
+63.3%
+8,265.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.3% |
| 7D | -9.4% | +2.3% | -11.6% | -10.2% |
| 30D | -17.1% | +7.2% | -24.3% | -19.4% |
| 3M | -10.4% | -8.2% | -2.2% | -7.6% |
| 6M | +0.7% | +7.0% | -6.3% | -2.4% |
| YTD | +17.7% | +10.3% | +7.5% | +12.5% |
| 1Y | +14.7% | +25.1% | -10.4% | +4.4% |
| 3Y | +169.6% | +110.3% | +59.3% | +101.4% |
| 5Y | +86.7% | +47.1% | +39.5% | +59.8% |
| 10Y | +1,600.8% | +297.9% | +1,302.8% | +878.6% |
| All | +8,329.0% | +63.3% | +8,265.6% | +6,325.6% |
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