+1,001.8%
TER vs QLD
+1,470.2%
-468.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +6.8% | +5.9% | +7.9% |
| 7D | -5.8% | -1.4% | -4.3% | -4.1% |
| 30D | -38.9% | -19.6% | -19.3% | -27.8% |
| 3M | -35.1% | -14.1% | -21.0% | -26.5% |
| 6M | -31.6% | -13.6% | -17.9% | -20.5% |
| YTD | +27.2% | +12.5% | +14.7% | +24.4% |
| 1Y | +35.2% | +13.1% | +22.1% | +32.2% |
| 3Y | +192.8% | +154.7% | +38.1% | +69.2% |
| 5Y | +72.4% | +81.1% | -8.7% | +15.8% |
| 10Y | +1,001.8% | +1,418.0% | -416.1% | +85.1% |
| All | +1,001.8% | +1,470.2% | -468.4% | +85.1% |
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