+1,315.8%
QLD vs ACWI
+219.2%
+1,096.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.8% | -8.9% | -3.5% |
| 7D | -18.6% | -4.0% | -14.5% | -9.4% |
| 30D | -28.3% | -5.8% | -22.5% | -16.2% |
| 3M | -20.4% | -5.0% | -15.4% | -8.5% |
| 6M | -14.3% | +0.7% | -15.0% | -12.7% |
| YTD | +2.8% | +8.4% | -5.7% | -11.6% |
| 1Y | -1.2% | +10.1% | -11.3% | -17.7% |
| 3Y | +135.3% | +70.8% | +64.5% | -24.1% |
| 5Y | +62.6% | +55.4% | +7.2% | -24.4% |
| All | +1,315.8% | +219.2% | +1,096.6% | +69.8% |
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