+18.4%
U vs QLD
+13.1%
+5.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +3.6% |
| 7D | +7.5% | -9.4% | +16.9% | +14.6% |
| 30D | -7.0% | -17.1% | +10.0% | +5.2% |
| 3M | +20.6% | -10.4% | +31.0% | +29.4% |
| 6M | +53.2% | +0.7% | +52.4% | +42.1% |
| YTD | -3.9% | +17.7% | -21.6% | -20.0% |
| 1Y | +18.4% | +14.7% | +3.7% | +2.9% |
| All | +18.4% | +13.1% | +5.2% | +2.9% |
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 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