+886.2%
TER vs QLD
+1,375.1%
-488.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | 0.0% | +0.8% |
| 7D | -20.5% | -10.3% | -10.2% | -13.7% |
| 30D | -47.0% | -26.1% | -20.9% | -33.7% |
| 3M | -43.3% | -17.8% | -25.5% | -33.9% |
| 6M | -42.9% | -15.6% | -27.3% | -32.7% |
| YTD | +12.9% | +5.4% | +7.5% | +15.4% |
| 1Y | +18.2% | +5.2% | +12.9% | +21.3% |
| 3Y | +151.8% | +139.4% | +12.3% | +51.7% |
| 5Y | +54.2% | +66.7% | -12.5% | +9.4% |
| All | +886.2% | +1,375.1% | -488.9% | +71.9% |
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 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