+72.2%
V vs QLD
+121.5%
-49.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.7% | +0.6% | -2.3% | -1.9% |
| 30D | +2.0% | -0.1% | +2.1% | +1.9% |
| 3M | +17.4% | -8.4% | +25.7% | +18.7% |
| 6M | +17.5% | +32.2% | -14.7% | +6.7% |
| YTD | +7.6% | +28.9% | -21.3% | -1.8% |
| 1Y | +7.7% | +43.8% | -36.1% | -5.3% |
| 3Y | +54.7% | +176.6% | -121.9% | +6.5% |
| All | +72.2% | +121.5% | -49.4% | +17.9% |
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 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