+1,811.9%
QLD vs TRU
+238.0%
+1,573.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.3% | +4.5% |
| 7D | +0.6% | -6.8% | +7.3% | +5.4% |
| 30D | -0.1% | 0.0% | -0.2% | -0.8% |
| 3M | -8.4% | +13.3% | -21.7% | -19.2% |
| 6M | +32.2% | +3.4% | +28.8% | +22.9% |
| YTD | +28.9% | -6.4% | +35.3% | +26.2% |
| 1Y | +43.8% | -9.7% | +53.5% | +41.5% |
| 3Y | +176.6% | +0.1% | +176.4% | +129.7% |
| 5Y | +121.6% | -34.0% | +155.6% | +167.8% |
| 10Y | +1,652.9% | +147.9% | +1,505.0% | +755.9% |
| All | +1,811.9% | +238.0% | +1,573.9% | +710.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling