+55.7%
T vs QLD
+77.5%
-21.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -6.0% | +0.6% |
| 7D | +1.7% | -1.4% | +3.1% | +1.7% |
| 30D | -1.7% | -19.6% | +17.9% | -1.3% |
| 3M | -7.3% | -14.1% | +6.8% | -7.1% |
| 6M | -11.2% | -13.6% | +2.4% | -11.1% |
| YTD | -8.1% | +12.5% | -20.6% | -9.3% |
| 1Y | -8.0% | +13.1% | -21.2% | -9.3% |
| 3Y | +62.1% | +154.7% | -92.6% | +45.2% |
| 5Y | +55.7% | +81.1% | -25.4% | +28.3% |
| All | +55.7% | +77.5% | -21.8% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling