+1,418.0%
QLD vs RSG
+458.9%
+959.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.8% | +6.8% |
| 7D | -1.4% | +0.3% | -1.8% | -2.0% |
| 30D | -19.6% | +13.8% | -33.4% | -29.2% |
| 3M | -14.1% | +15.4% | -29.5% | -25.7% |
| 6M | -13.6% | +24.1% | -37.8% | -32.5% |
| YTD | +12.5% | +17.8% | -5.3% | -9.1% |
| 1Y | +13.1% | +21.5% | -8.3% | -12.1% |
| 3Y | +154.7% | +63.3% | +91.4% | +35.9% |
| 5Y | +81.1% | +97.3% | -16.2% | -23.0% |
| 10Y | +1,418.0% | +448.1% | +969.9% | +141.0% |
| All | +1,418.0% | +458.9% | +959.1% | +141.0% |
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