+7.1%
QLD vs USFR
+4.1%
+3.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -0.1% |
| 7D | -3.8% | +0.1% | -3.9% | -1.7% |
| 30D | -20.5% | +0.4% | -20.9% | -12.2% |
| 3M | -14.6% | +1.1% | -15.7% | +12.9% |
| 6M | -14.7% | +2.1% | -16.7% | +50.3% |
| YTD | +11.2% | +3.4% | +7.7% | +113.2% |
| 1Y | +7.1% | +4.1% | +3.0% | +74.1% |
| All | +7.1% | +4.1% | +3.0% | +74.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling