+861.4%
TER vs QLD
+1,338.5%
-477.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -12.7% | -2.5% | -6.1% |
| 7D | -28.2% | -18.6% | -9.6% | -16.5% |
| 30D | -50.6% | -28.3% | -22.3% | -36.8% |
| 3M | -45.3% | -20.4% | -25.0% | -34.8% |
| 6M | -40.4% | -14.3% | -26.1% | -30.3% |
| YTD | +10.0% | +2.8% | +7.3% | +14.5% |
| 1Y | +13.6% | -1.2% | +14.8% | +21.7% |
| 3Y | +145.2% | +135.3% | +9.9% | +49.6% |
| 5Y | +50.4% | +62.6% | -12.2% | +8.6% |
| All | +861.4% | +1,338.5% | -477.0% | +70.6% |
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 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