+1,776.2%
TER vs QLD
+8,245.8%
-6,469.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.9% | -8.7% | -8.1% |
| 7D | -19.9% | -9.4% | -10.5% | -14.1% |
| 30D | -43.5% | -17.1% | -26.5% | -35.4% |
| 3M | -37.8% | -10.4% | -27.4% | -32.2% |
| 6M | -25.6% | +0.7% | -26.3% | -22.9% |
| YTD | +29.8% | +17.7% | +12.1% | +21.8% |
| 1Y | +43.2% | +14.7% | +28.5% | +37.2% |
| 3Y | +189.3% | +169.6% | +19.7% | +56.9% |
| 5Y | +76.9% | +86.7% | -9.7% | +13.8% |
| 10Y | +1,059.7% | +1,600.8% | -541.1% | +50.6% |
| All | +1,776.2% | +8,245.8% | -6,469.6% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling