+1,450.1%
QLD vs RUN
+94.0%
+1,356.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -10.6% | +9.4% | +1.2% |
| 7D | -3.8% | +0.3% | -4.1% | -4.6% |
| 30D | -20.5% | +14.0% | -34.5% | -23.9% |
| 3M | -14.6% | -11.8% | -2.9% | -13.6% |
| 6M | -14.7% | -40.4% | +25.7% | -6.0% |
| YTD | +11.2% | -52.7% | +63.9% | +24.0% |
| 1Y | +7.1% | -52.5% | +59.6% | +18.8% |
| 3Y | +141.1% | -7.7% | +148.8% | +62.3% |
| 5Y | +84.3% | -83.9% | +168.1% | +87.8% |
| 10Y | +1,450.1% | +84.9% | +1,365.1% | +577.7% |
| All | +1,450.1% | +94.0% | +1,356.1% | +577.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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