+7,956.4%
QLD vs AGI
+407.3%
+7,549.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +6.5% |
| 7D | -1.4% | +17.4% | -18.8% | -3.2% |
| 30D | -19.6% | -0.9% | -18.6% | -19.6% |
| 3M | -14.1% | -1.6% | -12.6% | -14.2% |
| 6M | -13.6% | -24.7% | +11.1% | -11.4% |
| YTD | +12.5% | -15.3% | +27.8% | +13.6% |
| 1Y | +13.1% | +5.5% | +7.7% | +11.7% |
| 3Y | +154.7% | +154.5% | +0.2% | +128.7% |
| 5Y | +81.1% | +310.6% | -229.5% | +54.7% |
| 10Y | +1,418.0% | +362.7% | +1,055.3% | +1,138.9% |
| All | +7,956.4% | +407.3% | +7,549.2% | +5,536.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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