+338.7%
T vs QLD
+7,183.5%
-6,844.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -12.7% | +12.7% | +2.8% |
| 7D | +4.3% | -18.6% | +22.9% | +8.8% |
| 30D | -9.7% | -28.3% | +18.6% | -3.4% |
| 3M | -4.3% | -20.4% | +16.1% | -0.2% |
| 6M | -13.7% | -14.3% | +0.6% | -12.7% |
| YTD | -8.0% | +2.8% | -10.7% | -11.5% |
| 1Y | -6.9% | -1.2% | -5.7% | -10.0% |
| 3Y | +59.7% | +135.3% | -75.6% | +17.1% |
| 5Y | +53.4% | +62.6% | -9.1% | +15.9% |
| 10Y | +58.2% | +1,384.3% | -1,326.0% | -48.0% |
| All | +338.7% | +7,183.5% | -6,844.9% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling