+53.4%
T vs QLD
+61.4%
-8.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -12.7% | +12.7% | +0.2% |
| 7D | +4.3% | -18.6% | +22.9% | +4.7% |
| 30D | -9.7% | -28.3% | +18.6% | -9.1% |
| 3M | -4.3% | -20.4% | +16.1% | -4.0% |
| 6M | -13.7% | -14.3% | +0.6% | -13.8% |
| YTD | -8.0% | +2.8% | -10.7% | -9.0% |
| 1Y | -6.9% | -1.2% | -5.7% | -7.8% |
| 3Y | +59.7% | +135.3% | -75.6% | +43.1% |
| 5Y | +53.4% | +62.6% | -9.1% | +27.0% |
| All | +53.4% | +61.4% | -8.0% | +27.0% |
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