+151.8%
TER vs QLD
+140.3%
+11.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | 0.0% | +0.1% |
| 7D | -20.5% | -10.3% | -10.2% | -11.4% |
| 30D | -47.0% | -26.1% | -20.9% | -28.5% |
| 3M | -43.3% | -17.8% | -25.5% | -30.6% |
| 6M | -42.9% | -15.6% | -27.3% | -29.5% |
| YTD | +12.9% | +5.4% | +7.5% | +15.8% |
| 1Y | +18.2% | +5.2% | +12.9% | +21.7% |
| 3Y | +151.8% | +139.4% | +12.3% | +30.1% |
| All | +151.8% | +140.3% | +11.4% | +30.1% |
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 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