+289.0%
USB vs QLD
+9,036.4%
-8,747.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +1.4% | +0.6% | +0.9% | +1.2% |
| 30D | -1.3% | -0.1% | -1.2% | -1.4% |
| 3M | +15.2% | -8.4% | +23.6% | +17.3% |
| 6M | +18.8% | +32.2% | -13.4% | +3.2% |
| YTD | +21.0% | +28.9% | -7.9% | +5.9% |
| 1Y | +34.0% | +43.8% | -9.8% | +11.2% |
| 3Y | +95.3% | +176.6% | -81.3% | +16.9% |
| 5Y | +40.4% | +121.6% | -81.2% | -16.5% |
| 10Y | +107.3% | +1,652.9% | -1,545.6% | -63.0% |
| All | +289.0% | +9,036.4% | -8,747.4% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling