-22.7%
U vs QLD
+267.3%
-290.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.5% | +7.7% | +7.4% |
| 7D | +2.6% | +7.0% | -4.4% | -4.3% |
| 30D | +27.6% | -14.3% | +41.9% | +41.2% |
| 3M | +15.3% | -16.0% | +31.3% | +29.6% |
| 6M | +96.4% | -14.2% | +110.6% | +109.0% |
| YTD | +19.6% | +12.8% | +6.8% | -2.7% |
| 1Y | +42.1% | +14.1% | +28.1% | +14.3% |
| 3Y | +87.5% | +146.0% | -58.4% | -35.4% |
| 5Y | -73.1% | +82.0% | -155.2% | -88.0% |
| All | -22.7% | +267.3% | -290.1% | -80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling