+121.0%
QLD vs USFR
+20.4%
+100.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.4% |
| 7D | +0.6% | +0.1% | +0.5% | +0.7% |
| 30D | -0.1% | +0.3% | -0.4% | +0.3% |
| 3M | -8.4% | +1.0% | -9.4% | -7.2% |
| 6M | +32.2% | +1.9% | +30.3% | +34.2% |
| YTD | +28.9% | +2.6% | +26.3% | +30.4% |
| 1Y | +43.8% | +4.0% | +39.8% | +44.7% |
| 3Y | +176.6% | +14.1% | +162.5% | +182.1% |
| All | +121.0% | +20.4% | +100.6% | +127.8% |
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