+1,728.6%
QLD vs AZO
+300.1%
+1,428.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.1% |
| 7D | +1.9% | -0.8% | +2.7% | +2.3% |
| 30D | -1.8% | -5.1% | +3.3% | +0.8% |
| 3M | -0.1% | -7.2% | +7.1% | +2.5% |
| 6M | +32.6% | -20.7% | +53.3% | +47.1% |
| YTD | +27.9% | -14.2% | +42.1% | +34.7% |
| 1Y | +40.3% | -32.2% | +72.4% | +67.7% |
| 3Y | +182.5% | +11.1% | +171.3% | +141.1% |
| 5Y | +122.5% | +87.6% | +34.9% | +35.3% |
| 10Y | +1,728.6% | +302.9% | +1,425.6% | +713.4% |
| All | +1,728.6% | +300.1% | +1,428.5% | +713.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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