-50.3%
TEAM vs QLD
+121.5%
-171.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -3.0% | -2.8% |
| 7D | -0.4% | +0.6% | -1.0% | -0.8% |
| 30D | +67.3% | -0.1% | +67.4% | +68.1% |
| 3M | +86.8% | -8.4% | +95.1% | +91.7% |
| 6M | +146.8% | +32.2% | +114.6% | +92.3% |
| YTD | +16.9% | +28.9% | -12.0% | -7.6% |
| 1Y | +12.8% | +43.8% | -31.0% | -19.1% |
| 3Y | -7.3% | +176.6% | -183.9% | -63.3% |
| All | -50.3% | +121.5% | -171.9% | -76.8% |
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