+67.2%
QLD vs USFR
+21.3%
+45.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.6% |
| 7D | -10.3% | +0.1% | -10.4% | -10.1% |
| 30D | -26.1% | +0.4% | -26.5% | -25.7% |
| 3M | -17.8% | +1.1% | -18.8% | -16.6% |
| 6M | -15.6% | +2.1% | -17.6% | -13.8% |
| YTD | +5.4% | +3.4% | +2.0% | +6.9% |
| 1Y | +5.2% | +4.1% | +1.1% | +6.2% |
| 3Y | +139.4% | +14.4% | +125.0% | +137.3% |
| All | +67.2% | +21.3% | +45.8% | +58.5% |
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