+7,859.7%
QLD vs AZO
+3,356.3%
+4,503.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.5% |
| 7D | -3.8% | +0.5% | -4.3% | -4.2% |
| 30D | -20.5% | +9.4% | -30.0% | -26.0% |
| 3M | -14.6% | +4.9% | -19.5% | -18.6% |
| 6M | -14.7% | -8.0% | -6.7% | -13.1% |
| YTD | +11.2% | -5.1% | +16.3% | +9.3% |
| 1Y | +7.1% | -13.7% | +20.8% | +12.1% |
| 3Y | +141.1% | +19.1% | +122.0% | +87.6% |
| 5Y | +84.3% | +71.0% | +13.3% | +6.1% |
| 10Y | +1,450.1% | +331.1% | +1,118.9% | +296.3% |
| All | +7,859.7% | +3,356.3% | +4,503.5% | +225.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling