+1,418.0%
QLD vs TRU
+172.9%
+1,245.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +5.2% |
| 7D | -1.4% | +4.9% | -6.3% | -4.8% |
| 30D | -19.6% | +26.9% | -46.5% | -33.4% |
| 3M | -14.1% | +4.0% | -18.2% | -19.3% |
| 6M | -13.6% | +15.8% | -29.4% | -27.6% |
| YTD | +12.5% | -2.6% | +15.1% | +4.2% |
| 1Y | +13.1% | +3.9% | +9.3% | -0.9% |
| 3Y | +154.7% | +59.2% | +95.5% | +43.7% |
| 5Y | +81.1% | -25.7% | +106.7% | +96.4% |
| 10Y | +1,418.0% | +179.3% | +1,238.7% | +643.1% |
| All | +1,418.0% | +172.9% | +1,245.0% | +643.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling