+444.2%
V vs QLD
+1,470.2%
-1,026.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.9% | -2.4% |
| 7D | -0.8% | -1.4% | +0.6% | -0.7% |
| 30D | +9.5% | -19.6% | +29.1% | +17.0% |
| 3M | +16.7% | -14.1% | +30.8% | +21.5% |
| 6M | +32.9% | -13.6% | +46.6% | +35.5% |
| YTD | +21.1% | +12.5% | +8.6% | +11.1% |
| 1Y | +26.6% | +13.1% | +13.5% | +15.5% |
| 3Y | +78.4% | +154.7% | -76.4% | +11.7% |
| 5Y | +105.5% | +81.1% | +24.4% | +37.3% |
| 10Y | +444.2% | +1,418.0% | -973.7% | +9.9% |
| All | +444.2% | +1,470.2% | -1,026.0% | +9.9% |
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