+86.6%
QLD vs USFR
+21.4%
+65.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +12.5% | +0.1% | +12.4% | +12.6% |
| 30D | -15.7% | +0.4% | -16.1% | -15.2% |
| 3M | -11.9% | +1.0% | -12.9% | -10.5% |
| 6M | -10.3% | +2.0% | -12.3% | -8.0% |
| YTD | +15.6% | +3.4% | +12.2% | +18.1% |
| 1Y | +12.1% | +4.1% | +8.0% | +14.1% |
| 3Y | +150.7% | +14.4% | +136.3% | +155.3% |
| 5Y | +86.6% | +21.4% | +65.2% | +87.1% |
| All | +86.6% | +21.4% | +65.2% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling