+61.0%
T vs QLD
+134.4%
-73.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -12.7% | +12.7% | -1.2% |
| 7D | +4.3% | -18.6% | +22.9% | +2.4% |
| 30D | -9.7% | -28.3% | +18.6% | -12.2% |
| 3M | -4.3% | -20.4% | +16.1% | -6.1% |
| 6M | -13.7% | -14.3% | +0.6% | -14.6% |
| YTD | -8.0% | +2.8% | -10.7% | -7.7% |
| 1Y | -6.9% | -1.2% | -5.7% | -6.8% |
| All | +61.0% | +134.4% | -73.3% | +61.6% |
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