+47.4%
TER vs QLD
+10.8%
+36.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | +0.1% |
| 7D | +24.0% | +12.5% | +11.5% | +6.9% |
| 30D | -30.6% | -15.7% | -14.9% | -12.7% |
| 3M | -34.5% | -11.9% | -22.6% | -21.9% |
| 6M | -26.4% | -10.3% | -16.1% | -11.4% |
| YTD | +36.4% | +15.6% | +20.8% | +21.3% |
| 1Y | +47.4% | +12.1% | +35.3% | +37.2% |
| All | +47.4% | +10.8% | +36.6% | +37.2% |
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