+41.9%
QLD vs TRU
-16.5%
+58.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.1% |
| 7D | +3.0% | -7.2% | +10.2% | +3.6% |
| 30D | -1.8% | -2.8% | +1.0% | -1.6% |
| 3M | -1.8% | +13.0% | -14.8% | -4.0% |
| 6M | +36.9% | +0.7% | +36.2% | +35.5% |
| YTD | +28.7% | -9.0% | +37.7% | +28.8% |
| 1Y | +41.9% | -16.3% | +58.2% | +39.4% |
| All | +41.9% | -16.5% | +58.4% | +39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling