+1,520.2%
QLD vs USFR
+28.5%
+1,491.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -15.7% | +0.4% | -16.1% | -15.9% |
| 3M | -10.0% | +1.1% | -11.1% | -10.6% |
| 6M | -11.2% | +2.1% | -13.3% | -12.3% |
| YTD | +16.4% | +3.4% | +12.9% | +13.7% |
| 1Y | +12.7% | +4.1% | +8.6% | +9.4% |
| 3Y | +152.3% | +14.4% | +137.9% | +126.8% |
| 5Y | +91.8% | +21.4% | +70.3% | +62.6% |
| 10Y | +1,520.2% | +28.5% | +1,491.7% | +1,217.7% |
| All | +1,520.2% | +28.5% | +1,491.7% | +1,217.7% |
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