+9,127.5%
QLD vs AZO
+3,104.7%
+6,022.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | +0.6% | +0.7% | -0.2% | +0.1% |
| 30D | -0.1% | -2.7% | +2.6% | +1.6% |
| 3M | -8.4% | -3.2% | -5.2% | -8.3% |
| 6M | +32.2% | -19.7% | +51.9% | +49.8% |
| YTD | +28.9% | -12.0% | +40.9% | +35.2% |
| 1Y | +43.8% | -29.5% | +73.4% | +75.1% |
| 3Y | +176.6% | +17.3% | +159.3% | +118.1% |
| 5Y | +121.6% | +94.1% | +27.5% | +15.6% |
| 10Y | +1,652.9% | +303.3% | +1,349.6% | +373.5% |
| All | +9,127.5% | +3,104.7% | +6,022.7% | +303.0% |
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 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