+8.0%
U vs QLD
+178.0%
-170.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | -3.8% | +0.6% | -4.4% | -4.2% |
| 30D | +17.5% | -0.1% | +17.6% | +17.2% |
| 3M | +38.7% | -8.4% | +47.1% | +44.6% |
| 6M | +104.4% | +32.2% | +72.2% | +58.8% |
| YTD | -5.7% | +28.9% | -34.6% | -24.6% |
| 1Y | +3.7% | +43.8% | -40.1% | -23.1% |
| All | +8.0% | +178.0% | -170.0% | -53.6% |
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