+1,646.5%
QLD vs RSG
+415.1%
+1,231.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.3% |
| 7D | +3.0% | -0.7% | +3.7% | +3.7% |
| 30D | -1.8% | +3.3% | -5.1% | -4.9% |
| 3M | -1.8% | +8.5% | -10.3% | -11.3% |
| 6M | +36.9% | -3.5% | +40.4% | +36.5% |
| YTD | +28.7% | +5.5% | +23.2% | +16.4% |
| 1Y | +41.9% | -1.7% | +43.6% | +36.4% |
| 3Y | +184.2% | +56.9% | +127.3% | +55.9% |
| 5Y | +122.1% | +89.4% | +32.7% | -3.1% |
| 10Y | +1,646.5% | +412.5% | +1,234.0% | +170.8% |
| All | +1,646.5% | +415.1% | +1,231.4% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling