+65.7%
T vs QLD
+1,646.9%
-1,581.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.3% | -2.0% |
| 7D | -1.3% | +0.6% | -1.8% | -1.3% |
| 30D | +11.4% | -0.1% | +11.5% | +11.3% |
| 3M | +14.3% | -8.4% | +22.7% | +14.9% |
| 6M | -9.3% | +32.2% | -41.5% | -13.7% |
| YTD | +7.1% | +28.9% | -21.8% | +2.0% |
| 1Y | -9.1% | +43.8% | -52.9% | -15.2% |
| 3Y | +105.3% | +176.6% | -71.3% | +64.6% |
| 5Y | +66.8% | +121.6% | -54.8% | +33.1% |
| All | +65.7% | +1,646.9% | -1,581.2% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling