+772.8%
TEAM vs QLD
+1,345.8%
-573.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -12.7% | +9.3% | +3.8% |
| 7D | -10.2% | -18.6% | +8.4% | +0.4% |
| 30D | -5.5% | -28.3% | +22.8% | +13.3% |
| 3M | +61.7% | -20.4% | +82.1% | +82.8% |
| 6M | +98.5% | -14.3% | +112.8% | +106.8% |
| YTD | +13.0% | +2.8% | +10.3% | +4.9% |
| 1Y | +13.5% | -1.2% | +14.7% | +7.2% |
| 3Y | +3.6% | +135.3% | -131.7% | -44.8% |
| 5Y | -58.4% | +62.6% | -120.9% | -73.4% |
| 10Y | +581.4% | +1,384.3% | -802.9% | +17.0% |
| All | +772.8% | +1,345.8% | -573.0% | +50.9% |
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