+460.1%
TEAM vs QLD
+1,375.1%
-915.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +2.5% | -18.7% | -17.6% |
| 7D | -19.8% | -10.3% | -9.6% | -15.5% |
| 30D | -21.5% | -26.1% | +4.6% | -7.8% |
| 3M | +39.5% | -17.8% | +57.2% | +54.3% |
| 6M | +73.1% | -15.6% | +88.6% | +81.8% |
| YTD | -5.2% | +5.4% | -10.6% | -13.6% |
| 1Y | -1.6% | +5.2% | -6.8% | -10.7% |
| 3Y | -11.4% | +139.4% | -150.9% | -53.4% |
| 5Y | -65.1% | +66.7% | -131.8% | -78.2% |
| All | +460.1% | +1,375.1% | -915.1% | +6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling