+14.1%
QLD vs TEVA
+71.2%
-57.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.9% |
| 7D | +7.0% | +4.4% | +2.6% | +6.1% |
| 30D | -14.3% | +9.3% | -23.6% | -15.8% |
| 3M | -16.0% | +21.9% | -37.9% | -19.3% |
| 6M | -14.2% | +22.8% | -37.0% | -16.3% |
| YTD | +12.8% | +42.6% | -29.8% | +0.7% |
| 1Y | +14.1% | +74.2% | -60.2% | -7.5% |
| All | +14.1% | +71.2% | -57.1% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling