-68.4%
U vs QLD
+66.7%
-135.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +3.2% |
| 7D | +36.6% | -10.3% | +46.8% | +46.7% |
| 30D | +13.3% | -26.1% | +39.4% | +45.8% |
| 3M | +26.2% | -17.8% | +43.9% | +45.9% |
| 6M | +88.7% | -15.6% | +104.3% | +104.4% |
| YTD | +16.6% | +5.4% | +11.2% | +0.8% |
| 1Y | +29.0% | +5.2% | +23.7% | +11.9% |
| 3Y | +99.5% | +139.4% | -40.0% | -33.9% |
| All | -68.4% | +66.7% | -135.2% | -85.7% |
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 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