+1,351.8%
QLD vs ACWI
+219.0%
+1,132.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.6% |
| 7D | -10.3% | -2.4% | -7.9% | -4.4% |
| 30D | -26.1% | -5.2% | -20.9% | -15.0% |
| 3M | -17.8% | -4.8% | -12.9% | -6.0% |
| 6M | -15.6% | -1.3% | -14.2% | -9.7% |
| YTD | +5.4% | +8.4% | -3.0% | -9.2% |
| 1Y | +5.2% | +11.0% | -5.8% | -14.1% |
| 3Y | +139.4% | +70.6% | +68.9% | -22.5% |
| 5Y | +66.7% | +55.3% | +11.4% | -22.4% |
| All | +1,351.8% | +219.0% | +1,132.8% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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