+449.7%
V vs QLD
+1,375.1%
-925.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.9% |
| 7D | +2.2% | -10.3% | +12.5% | +5.7% |
| 30D | +13.6% | -26.1% | +39.6% | +25.0% |
| 3M | +14.3% | -17.8% | +32.0% | +20.8% |
| 6M | +33.1% | -15.6% | +48.7% | +36.6% |
| YTD | +21.2% | +5.4% | +15.9% | +13.9% |
| 1Y | +26.4% | +5.2% | +21.2% | +18.4% |
| 3Y | +77.6% | +139.4% | -61.9% | +13.7% |
| 5Y | +102.6% | +66.7% | +35.9% | +39.7% |
| All | +449.7% | +1,375.1% | -925.4% | +11.9% |
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