+1,631.1%
QLD vs ACWI
+228.2%
+1,402.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | +0.6% | +0.5% | +0.1% | -0.6% |
| 30D | -0.1% | +0.9% | -1.0% | -2.0% |
| 3M | -8.4% | +2.4% | -10.8% | -11.7% |
| 6M | +32.2% | +12.4% | +19.8% | +2.8% |
| YTD | +28.9% | +15.2% | +13.7% | -5.2% |
| 1Y | +43.8% | +22.7% | +21.1% | -8.2% |
| 3Y | +176.6% | +75.8% | +100.8% | -17.3% |
| 5Y | +121.6% | +67.7% | +53.8% | -14.6% |
| All | +1,631.1% | +228.2% | +1,402.9% | +95.8% |
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