+146.0%
QLD vs TROW
+37.3%
+108.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.1% | -3.0% |
| 7D | +7.0% | +0.5% | +6.5% | +6.6% |
| 30D | -14.3% | +9.3% | -23.7% | -20.7% |
| 3M | -16.0% | -0.9% | -15.1% | -15.3% |
| 6M | -14.2% | +8.3% | -22.6% | -21.3% |
| YTD | +12.8% | +10.6% | +2.1% | +0.6% |
| 1Y | +14.1% | +10.5% | +3.5% | +1.5% |
| 3Y | +146.0% | +36.5% | +109.4% | +86.7% |
| All | +146.0% | +37.3% | +108.7% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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