+92.7%
USB vs QLD
+1,338.5%
-1,245.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -12.7% | +10.6% | +1.7% |
| 7D | -1.5% | -18.6% | +17.1% | +4.4% |
| 30D | +4.3% | -28.3% | +32.6% | +14.4% |
| 3M | -6.1% | -20.4% | +14.3% | -0.4% |
| 6M | +9.4% | -14.3% | +23.7% | +11.9% |
| YTD | +15.2% | +2.8% | +12.4% | +10.7% |
| 1Y | +32.8% | -1.2% | +34.0% | +28.8% |
| 3Y | +91.3% | +135.3% | -44.0% | +36.6% |
| 5Y | +22.7% | +62.6% | -39.9% | -7.6% |
| All | +92.7% | +1,338.5% | -1,245.8% | -28.5% |
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