+139.4%
QLD vs USFR
+14.4%
+125.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.7% |
| 7D | -10.3% | +0.1% | -10.4% | -9.7% |
| 30D | -26.1% | +0.4% | -26.5% | -24.1% |
| 3M | -17.8% | +1.1% | -18.8% | -12.0% |
| 6M | -15.6% | +2.1% | -17.6% | -5.0% |
| YTD | +5.4% | +3.4% | +2.0% | +20.3% |
| 1Y | +5.2% | +4.1% | +1.1% | +19.9% |
| 3Y | +139.4% | +14.4% | +125.0% | +436.1% |
| All | +139.4% | +14.4% | +125.0% | +436.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling