+133.5%
QLD vs ACWI
+70.4%
+63.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.8% | -8.9% | -2.8% |
| 7D | -18.6% | -4.0% | -14.5% | -8.6% |
| 30D | -28.3% | -5.8% | -22.5% | -15.2% |
| 3M | -20.4% | -5.0% | -15.4% | -7.6% |
| 6M | -14.3% | +0.7% | -15.0% | -12.6% |
| YTD | +2.8% | +8.4% | -5.7% | -12.6% |
| 1Y | -1.2% | +10.1% | -11.3% | -18.9% |
| All | +133.5% | +70.4% | +63.1% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling