-69.4%
U vs QLD
+121.5%
-191.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.3% |
| 7D | -3.8% | +0.6% | -4.4% | -4.3% |
| 30D | +17.5% | -0.1% | +17.6% | +17.1% |
| 3M | +38.7% | -8.4% | +47.1% | +45.3% |
| 6M | +104.4% | +32.2% | +72.2% | +46.4% |
| YTD | -5.7% | +28.9% | -34.6% | -30.2% |
| 1Y | +3.7% | +43.8% | -40.1% | -30.9% |
| 3Y | +12.3% | +176.6% | -164.3% | -66.4% |
| All | -69.4% | +121.5% | -191.0% | -88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling