+26.1%
USB vs QLD
+90.1%
-64.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.4% |
| 7D | +2.4% | -9.4% | +11.8% | +5.0% |
| 30D | +6.6% | -17.1% | +23.6% | +11.6% |
| 3M | -4.1% | -10.4% | +6.3% | -1.8% |
| 6M | +12.5% | +0.7% | +11.7% | +10.0% |
| YTD | +17.6% | +17.7% | -0.1% | +9.4% |
| 1Y | +36.5% | +14.7% | +21.8% | +27.6% |
| 3Y | +95.4% | +169.6% | -74.2% | +38.9% |
| 5Y | +26.1% | +86.7% | -60.5% | -10.4% |
| All | +26.1% | +90.1% | -64.0% | -10.4% |
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