+7,859.7%
QLD vs AGG
+85.9%
+7,773.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -3.8% | -0.1% | -3.7% | -3.8% |
| 30D | -20.5% | +1.4% | -21.9% | -20.6% |
| 3M | -14.6% | -0.7% | -13.9% | -14.6% |
| 6M | -14.7% | -1.7% | -13.0% | -14.6% |
| YTD | +11.2% | -1.1% | +12.2% | +11.2% |
| 1Y | +7.1% | -0.7% | +7.8% | +7.2% |
| 3Y | +141.1% | +14.2% | +126.9% | +144.1% |
| 5Y | +84.3% | -1.4% | +85.7% | +69.1% |
| 10Y | +1,450.1% | +16.5% | +1,433.6% | +1,602.0% |
| All | +7,859.7% | +85.9% | +7,773.8% | +9,697.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling