+1,502.1%
QLD vs TEVA
+15.4%
+1,486.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -3.1% |
| 7D | +7.0% | +4.4% | +2.6% | +5.6% |
| 30D | -14.3% | +9.3% | -23.6% | -16.8% |
| 3M | -16.0% | +21.9% | -37.9% | -21.3% |
| 6M | -14.2% | +22.8% | -37.0% | -20.6% |
| YTD | +12.8% | +42.6% | -29.8% | -0.9% |
| 1Y | +14.1% | +74.2% | -60.2% | -6.1% |
| 3Y | +146.0% | +404.5% | -258.6% | +35.1% |
| 5Y | +82.0% | +367.9% | -285.9% | -0.2% |
| All | +1,502.1% | +15.4% | +1,486.7% | +871.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 10y: compounded portfolio wealth divided by compounded TEVA 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…
10y analysis · Full analysis span regression · 6 months rolling