+14.1%
QLD vs AZO
-15.7%
+29.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.4% |
| 7D | +7.0% | +1.3% | +5.7% | +7.1% |
| 30D | -14.3% | +12.0% | -26.3% | -13.6% |
| 3M | -16.0% | +7.2% | -23.2% | -15.4% |
| 6M | -14.2% | -3.2% | -11.1% | -12.5% |
| YTD | +12.8% | -3.9% | +16.6% | +16.0% |
| 1Y | +14.1% | -14.7% | +28.7% | +15.5% |
| All | +14.1% | -15.7% | +29.8% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling