+1,418.0%
QLD vs USFR
+28.5%
+1,389.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.8% | +6.8% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -19.6% | +0.4% | -19.9% | -19.7% |
| 3M | -14.1% | +1.1% | -15.2% | -14.6% |
| 6M | -13.6% | +2.0% | -15.6% | -14.7% |
| YTD | +12.5% | +3.4% | +9.1% | +9.9% |
| 1Y | +13.1% | +4.1% | +9.1% | +9.9% |
| 3Y | +154.7% | +14.3% | +140.4% | +129.0% |
| 5Y | +81.1% | +21.3% | +59.8% | +53.6% |
| 10Y | +1,418.0% | +28.5% | +1,389.5% | +1,131.0% |
| All | +1,418.0% | +28.5% | +1,389.5% | +1,131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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