+1,742.8%
QLD vs RUN
-31.9%
+1,774.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | +0.6% | +1.3% | -0.7% | +0.2% |
| 30D | -0.1% | -15.3% | +15.1% | +3.1% |
| 3M | -8.4% | -40.0% | +31.7% | +1.7% |
| 6M | +32.2% | -27.0% | +59.2% | +39.6% |
| YTD | +28.9% | -51.7% | +80.6% | +44.1% |
| 1Y | +43.8% | -45.9% | +89.7% | +54.5% |
| 3Y | +176.6% | -43.8% | +220.4% | +124.4% |
| 5Y | +121.6% | -80.5% | +202.0% | +115.6% |
| 10Y | +1,652.9% | +45.3% | +1,607.7% | +900.6% |
| All | +1,742.8% | -31.9% | +1,774.8% | +1,006.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling