+67.2%
QLD vs TRU
-26.8%
+93.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.7% |
| 7D | -10.3% | +5.7% | -16.0% | -13.3% |
| 30D | -26.1% | +29.2% | -55.3% | -37.8% |
| 3M | -17.8% | +2.7% | -20.4% | -21.2% |
| 6M | -15.6% | +15.2% | -30.8% | -27.2% |
| YTD | +5.4% | -4.9% | +10.2% | +1.0% |
| 1Y | +5.2% | +3.4% | +1.8% | -5.6% |
| 3Y | +139.4% | +63.2% | +76.3% | +38.4% |
| All | +67.2% | -26.8% | +93.9% | +120.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling