-58.4%
TEAM vs QLD
+61.4%
-119.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -12.7% | +9.3% | +4.9% |
| 7D | -10.2% | -18.6% | +8.4% | +2.2% |
| 30D | -5.5% | -28.3% | +22.8% | +16.6% |
| 3M | +61.7% | -20.4% | +82.1% | +86.1% |
| 6M | +98.5% | -14.3% | +112.8% | +106.6% |
| YTD | +13.0% | +2.8% | +10.3% | +2.1% |
| 1Y | +13.5% | -1.2% | +14.7% | +4.7% |
| 3Y | +3.6% | +135.3% | -131.7% | -55.9% |
| 5Y | -58.4% | +62.6% | -120.9% | -76.6% |
| All | -58.4% | +61.4% | -119.8% | -76.6% |
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 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