+152.2%
QLD vs VALE
+1.7%
+150.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +1.9% | +0.7% |
| 7D | +12.5% | -1.5% | +14.0% | +13.4% |
| 30D | -15.7% | -15.6% | -0.1% | -8.2% |
| 3M | -11.9% | -19.5% | +7.6% | -2.2% |
| 6M | -10.3% | -31.9% | +21.6% | +8.7% |
| YTD | +15.6% | -11.0% | +26.6% | +20.0% |
| 1Y | +12.1% | -2.1% | +14.2% | +10.0% |
| All | +152.2% | +1.7% | +150.4% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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