+3,422.7%
V vs QLD
+7,707.4%
-4,284.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +2.0% | +3.1% |
| 7D | +9.0% | -9.4% | +18.4% | +13.0% |
| 30D | +18.1% | -17.1% | +35.1% | +26.3% |
| 3M | +18.3% | -10.4% | +28.8% | +22.3% |
| 6M | +34.1% | +0.7% | +33.4% | +29.1% |
| YTD | +25.2% | +17.7% | +7.5% | +12.3% |
| 1Y | +29.3% | +14.7% | +14.6% | +16.7% |
| 3Y | +83.4% | +169.6% | -86.3% | +8.2% |
| 5Y | +117.2% | +86.7% | +30.5% | +37.4% |
| 10Y | +483.0% | +1,600.8% | -1,117.8% | +18.0% |
| All | +3,422.7% | +7,707.4% | -4,284.7% | +208.9% |
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 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