+2,515.5%
QLD vs USFR
+28.5%
+2,487.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -10.3% | +0.1% | -10.4% | -10.3% |
| 30D | -26.1% | +0.4% | -26.5% | -26.3% |
| 3M | -17.8% | +1.1% | -18.8% | -18.3% |
| 6M | -15.6% | +2.1% | -17.6% | -16.7% |
| YTD | +5.4% | +3.4% | +2.0% | +3.0% |
| 1Y | +5.2% | +4.1% | +1.1% | +2.4% |
| 3Y | +139.4% | +14.4% | +125.0% | +118.0% |
| 5Y | +66.7% | +21.3% | +45.4% | +45.4% |
| 10Y | +1,422.1% | +28.5% | +1,393.6% | +1,177.9% |
| All | +2,515.5% | +28.5% | +2,487.0% | +2,092.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling