+77.6%
V vs QLD
+134.4%
-56.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -12.7% | +9.5% | -1.2% |
| 7D | +2.9% | -18.6% | +21.5% | +6.1% |
| 30D | +14.0% | -28.3% | +42.3% | +19.8% |
| 3M | +14.9% | -20.4% | +35.3% | +18.5% |
| 6M | +31.7% | -14.3% | +46.0% | +32.3% |
| YTD | +21.2% | +2.8% | +18.5% | +16.4% |
| 1Y | +25.3% | -1.2% | +26.5% | +21.1% |
| All | +77.6% | +134.4% | -56.8% | +34.5% |
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