+176.0%
QLD vs TEVA
+278.3%
-102.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.7% |
| 7D | +1.9% | -1.7% | +3.6% | +2.3% |
| 30D | -1.8% | +2.0% | -3.8% | -2.3% |
| 3M | -0.1% | +7.0% | -7.1% | -2.1% |
| 6M | +32.6% | +17.0% | +15.6% | +26.2% |
| YTD | +27.9% | +18.1% | +9.8% | +21.4% |
| 1Y | +40.3% | +87.2% | -47.0% | +17.4% |
| All | +176.0% | +278.3% | -102.4% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling