+7,956.4%
QLD vs TROW
+468.5%
+7,488.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +4.8% |
| 7D | -1.4% | +4.7% | -6.1% | -5.1% |
| 30D | -19.6% | +5.4% | -25.0% | -23.2% |
| 3M | -14.1% | -1.6% | -12.5% | -13.0% |
| 6M | -13.6% | +7.8% | -21.4% | -20.0% |
| YTD | +12.5% | +12.6% | 0.0% | -0.3% |
| 1Y | +13.1% | +13.6% | -0.5% | -0.9% |
| 3Y | +154.7% | +36.6% | +118.1% | +90.2% |
| 5Y | +81.1% | -36.7% | +117.8% | +175.7% |
| 10Y | +1,418.0% | +136.3% | +1,281.7% | +696.0% |
| All | +7,956.4% | +468.5% | +7,488.0% | +1,932.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling