+1,627.6%
QLD vs TEVA
-24.5%
+1,652.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.7% |
| 7D | -2.6% | -0.7% | -1.9% | -2.4% |
| 30D | -3.3% | -0.4% | -2.9% | -3.2% |
| 3M | +1.8% | +8.2% | -6.4% | -1.5% |
| 6M | +29.7% | +15.3% | +14.4% | +22.4% |
| YTD | +25.1% | +16.5% | +8.7% | +17.5% |
| 1Y | +37.1% | +85.7% | -48.6% | +9.7% |
| 3Y | +176.3% | +277.9% | -101.5% | +66.8% |
| 5Y | +121.0% | +295.5% | -174.6% | +27.5% |
| All | +1,627.6% | -24.5% | +1,652.0% | +1,148.8% |
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