+17.1%
TER vs QLD
+35.0%
-17.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.0% |
| 7D | +0.6% | +0.6% | +0.1% | -0.2% |
| 30D | -8.3% | -0.1% | -8.1% | -8.0% |
| 3M | -12.2% | -8.4% | -3.9% | +0.8% |
| 6M | +17.1% | +32.2% | -15.1% | -15.1% |
| All | +17.1% | +35.0% | -17.9% | -15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling