+82.1%
QLD vs RUN
-85.3%
+167.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.7% |
| 7D | +7.0% | -13.5% | +20.5% | +9.7% |
| 30D | -14.3% | +18.3% | -32.6% | -17.9% |
| 3M | -16.0% | -12.5% | -3.5% | -15.0% |
| 6M | -14.2% | -40.3% | +26.1% | -7.2% |
| YTD | +12.8% | -53.1% | +65.9% | +23.5% |
| 1Y | +14.1% | -54.3% | +68.3% | +25.1% |
| 3Y | +146.0% | -6.5% | +152.5% | +71.3% |
| All | +82.1% | -85.3% | +167.4% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling