+62.6%
QLD vs ROIV
+369.5%
-306.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.2% | -8.5% | -11.8% |
| 7D | -18.6% | -2.4% | -16.2% | -18.0% |
| 30D | -28.3% | +3.1% | -31.4% | -28.7% |
| 3M | -20.4% | +5.8% | -26.2% | -21.8% |
| 6M | -14.3% | +29.3% | -43.6% | -19.7% |
| YTD | +2.8% | +68.8% | -66.0% | -9.6% |
| 1Y | -1.2% | +81.0% | -82.2% | -14.6% |
| 3Y | +135.3% | +294.6% | -159.3% | +71.6% |
| 5Y | +62.6% | +373.1% | -310.6% | -5.8% |
| All | +62.6% | +369.5% | -306.9% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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