+153.8%
QLD vs RUN
-2.6%
+156.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.1% | +0.5% | +4.2% |
| 7D | -1.2% | +3.2% | -4.4% | -1.9% |
| 30D | -15.7% | +19.5% | -35.2% | -17.8% |
| 3M | -10.0% | -9.6% | -0.5% | -9.6% |
| 6M | -11.2% | -37.3% | +26.1% | -7.5% |
| YTD | +16.4% | -50.7% | +67.1% | +22.0% |
| 1Y | +12.7% | -54.1% | +66.7% | +18.7% |
| All | +153.8% | -2.6% | +156.4% | +123.7% |
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 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