-65.3%
TEAM vs QLD
+66.7%
-132.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +2.5% | -18.7% | -17.8% |
| 7D | -19.8% | -10.3% | -9.6% | -14.8% |
| 30D | -21.5% | -26.1% | +4.6% | -5.4% |
| 3M | +39.5% | -17.8% | +57.2% | +56.6% |
| 6M | +73.1% | -15.6% | +88.6% | +82.2% |
| YTD | -5.2% | +5.4% | -10.6% | -16.1% |
| 1Y | -1.6% | +5.2% | -6.8% | -13.5% |
| 3Y | -11.4% | +139.4% | -150.9% | -62.8% |
| All | -65.3% | +66.7% | -132.0% | -80.8% |
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