+139.4%
QLD vs RUN
-8.7%
+148.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.4% |
| 7D | -10.3% | +33.4% | -43.7% | -13.4% |
| 30D | -26.1% | +31.1% | -57.2% | -28.6% |
| 3M | -17.8% | +6.4% | -24.1% | -18.8% |
| 6M | -15.6% | -22.2% | +6.7% | -13.9% |
| YTD | +5.4% | -45.8% | +51.1% | +9.4% |
| 1Y | +5.2% | -51.1% | +56.4% | +10.0% |
| 3Y | +139.4% | -3.0% | +142.5% | +111.5% |
| All | +139.4% | -8.7% | +148.1% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling