+122.5%
QLD vs TEVA
+294.1%
-171.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.7% |
| 7D | +1.9% | -1.7% | +3.6% | +2.4% |
| 30D | -1.8% | +2.0% | -3.8% | -2.6% |
| 3M | -0.1% | +7.0% | -7.1% | -3.1% |
| 6M | +32.6% | +17.0% | +15.6% | +23.9% |
| YTD | +27.9% | +18.1% | +9.8% | +19.0% |
| 1Y | +40.3% | +87.2% | -47.0% | +9.6% |
| 3Y | +182.5% | +283.1% | -100.6% | +55.0% |
| 5Y | +122.5% | +298.4% | -175.9% | +8.8% |
| All | +122.5% | +294.1% | -171.6% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling