+101.3%
USB vs QLD
+1,597.1%
-1,495.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.3% |
| 7D | +2.4% | -9.4% | +11.8% | +5.3% |
| 30D | +6.6% | -17.1% | +23.6% | +12.2% |
| 3M | -4.1% | -10.4% | +6.3% | -1.5% |
| 6M | +12.5% | +0.7% | +11.7% | +9.9% |
| YTD | +17.6% | +17.7% | -0.1% | +8.8% |
| 1Y | +36.5% | +14.7% | +21.8% | +27.0% |
| 3Y | +95.4% | +169.6% | -74.2% | +34.4% |
| 5Y | +26.1% | +86.7% | -60.5% | -8.5% |
| 10Y | +101.3% | +1,600.8% | -1,499.5% | -30.2% |
| All | +101.3% | +1,597.1% | -1,495.8% | -30.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling