+9,112.2%
QLD vs TEVA
+36.7%
+9,075.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | +3.0% | +1.6% | +1.4% | +2.2% |
| 30D | -1.8% | +4.0% | -5.8% | -3.6% |
| 3M | -1.8% | +10.5% | -12.3% | -7.0% |
| 6M | +36.9% | +18.4% | +18.5% | +25.2% |
| YTD | +28.7% | +17.8% | +10.9% | +17.7% |
| 1Y | +41.9% | +90.5% | -48.6% | +4.1% |
| 3Y | +184.2% | +282.1% | -97.9% | +42.8% |
| 5Y | +122.1% | +291.9% | -169.8% | +5.1% |
| 10Y | +1,646.5% | -24.9% | +1,671.3% | +1,539.3% |
| All | +9,112.2% | +36.7% | +9,075.5% | +4,718.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling