+121.0%
QLD vs RUN
-80.5%
+201.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | +0.6% | +1.3% | -0.7% | +0.3% |
| 30D | -0.1% | -15.3% | +15.1% | +2.7% |
| 3M | -8.4% | -40.0% | +31.7% | +0.4% |
| 6M | +32.2% | -27.0% | +59.2% | +38.8% |
| YTD | +28.9% | -51.7% | +80.6% | +42.1% |
| 1Y | +43.8% | -45.9% | +89.7% | +53.3% |
| 3Y | +176.6% | -43.8% | +220.4% | +127.7% |
| All | +121.0% | -80.5% | +201.5% | +121.0% |
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