-26.6%
U vs QLD
+276.6%
-303.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.6% |
| 7D | +2.8% | +12.5% | -9.7% | -8.0% |
| 30D | +7.6% | -15.7% | +23.3% | +21.7% |
| 3M | +12.7% | -11.9% | +24.6% | +21.5% |
| 6M | +87.0% | -10.3% | +97.2% | +91.0% |
| YTD | +13.6% | +15.6% | -2.0% | -9.5% |
| 1Y | +25.3% | +12.1% | +13.2% | +2.9% |
| 3Y | +85.8% | +150.7% | -64.9% | -37.0% |
| 5Y | -74.5% | +86.6% | -161.1% | -88.8% |
| All | -26.6% | +276.6% | -303.2% | -81.8% |
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