+59.6%
T vs QLD
+140.3%
-80.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -0.6% |
| 7D | +1.0% | -10.3% | +11.3% | +0.1% |
| 30D | -10.6% | -26.1% | +15.5% | -12.9% |
| 3M | -7.7% | -17.8% | +10.0% | -9.2% |
| 6M | -13.3% | -15.6% | +2.3% | -14.2% |
| YTD | -8.8% | +5.4% | -14.1% | -8.3% |
| 1Y | -8.4% | +5.2% | -13.6% | -7.9% |
| 3Y | +59.6% | +139.4% | -79.8% | +60.6% |
| All | +59.6% | +140.3% | -80.7% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling