+1,728.6%
QLD vs AGG
+14.8%
+1,713.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.3% |
| 7D | +1.9% | -0.2% | +2.1% | +2.1% |
| 30D | -1.8% | -0.2% | -1.6% | -1.5% |
| 3M | -0.1% | -0.7% | +0.6% | +0.9% |
| 6M | +32.6% | -1.8% | +34.3% | +35.8% |
| YTD | +27.9% | -0.6% | +28.5% | +29.3% |
| 1Y | +40.3% | +0.4% | +39.9% | +40.3% |
| 3Y | +182.5% | +13.2% | +169.3% | +144.5% |
| 5Y | +122.5% | -2.0% | +124.5% | +111.4% |
| 10Y | +1,728.6% | +15.1% | +1,713.5% | +1,842.2% |
| All | +1,728.6% | +14.8% | +1,713.7% | +1,842.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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