+96.6%
USB vs QLD
+168.6%
-71.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.4% |
| 7D | +2.4% | -9.4% | +11.8% | +4.9% |
| 30D | +6.6% | -17.1% | +23.6% | +11.5% |
| 3M | -4.1% | -10.4% | +6.3% | -1.9% |
| 6M | +12.5% | +0.7% | +11.7% | +9.5% |
| YTD | +17.6% | +17.7% | -0.1% | +8.3% |
| 1Y | +36.5% | +14.7% | +21.8% | +26.4% |
| All | +96.6% | +168.6% | -71.9% | +25.0% |
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