+89.1%
U vs QLD
+134.4%
-45.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -12.7% | +27.7% | +23.5% |
| 7D | +24.3% | -18.6% | +42.8% | +40.2% |
| 30D | +8.6% | -28.3% | +36.8% | +34.5% |
| 3M | +37.6% | -20.4% | +58.0% | +57.3% |
| 6M | +78.5% | -14.3% | +92.8% | +87.4% |
| YTD | +10.5% | +2.8% | +7.7% | +0.8% |
| 1Y | +15.2% | -1.2% | +16.4% | +8.8% |
| All | +89.1% | +134.4% | -45.3% | -15.9% |
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 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