+99.5%
U vs QLD
+140.3%
-40.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +3.8% |
| 7D | +36.6% | -10.3% | +46.8% | +44.0% |
| 30D | +13.3% | -26.1% | +39.4% | +37.6% |
| 3M | +26.2% | -17.8% | +43.9% | +41.2% |
| 6M | +88.7% | -15.6% | +104.3% | +101.5% |
| YTD | +16.6% | +5.4% | +11.2% | +4.6% |
| 1Y | +29.0% | +5.2% | +23.7% | +16.2% |
| 3Y | +99.5% | +139.4% | -40.0% | -12.7% |
| All | +99.5% | +140.3% | -40.8% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling