+122.1%
QLD vs AZO
+93.0%
+29.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.3% |
| 7D | +3.0% | -0.5% | +3.4% | +3.2% |
| 30D | -1.8% | -5.6% | +3.8% | +0.4% |
| 3M | -1.8% | -4.0% | +2.2% | -1.2% |
| 6M | +36.9% | -18.9% | +55.8% | +48.1% |
| YTD | +28.7% | -13.0% | +41.7% | +33.5% |
| 1Y | +41.9% | -30.4% | +72.3% | +64.4% |
| 3Y | +184.2% | +12.7% | +171.5% | +134.0% |
| 5Y | +122.1% | +89.6% | +32.5% | +19.0% |
| All | +122.1% | +93.0% | +29.1% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling