+33.9%
TER vs QLD
+9.9%
+24.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +6.8% | +5.9% | +3.9% |
| 7D | -5.8% | -1.4% | -4.3% | -3.8% |
| 30D | -38.9% | -19.6% | -19.3% | -18.3% |
| 3M | -35.1% | -14.1% | -21.0% | -20.1% |
| 6M | -31.6% | -13.6% | -17.9% | -13.8% |
| YTD | +27.2% | +12.5% | +14.7% | +16.9% |
| All | +33.9% | +9.9% | +24.0% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling