+238.5%
TER vs QLD
+178.0%
+60.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.2% |
| 7D | +0.6% | +0.6% | +0.1% | +0.1% |
| 30D | -8.3% | -0.1% | -8.1% | -8.0% |
| 3M | -12.2% | -8.4% | -3.9% | -2.5% |
| 6M | +17.1% | +32.2% | -15.1% | -3.8% |
| YTD | +84.7% | +28.9% | +55.8% | +54.8% |
| 1Y | +199.9% | +43.8% | +156.1% | +132.1% |
| All | +238.5% | +178.0% | +60.5% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling