+139.4%
QLD vs TRU
+65.0%
+74.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.4% |
| 7D | -10.3% | +5.7% | -16.0% | -12.4% |
| 30D | -26.1% | +29.2% | -55.3% | -34.6% |
| 3M | -17.8% | +2.7% | -20.4% | -19.9% |
| 6M | -15.6% | +15.2% | -30.8% | -24.0% |
| YTD | +5.4% | -4.9% | +10.2% | +3.6% |
| 1Y | +5.2% | +3.4% | +1.8% | -2.1% |
| 3Y | +139.4% | +63.2% | +76.3% | +87.7% |
| All | +139.4% | +65.0% | +74.5% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling