+122.9%
QLD vs CORZ
+237.5%
-114.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -1.2% |
| 7D | +3.0% | +16.6% | -13.6% | -0.6% |
| 30D | -1.8% | -10.9% | +9.0% | +0.4% |
| 3M | -1.8% | -31.0% | +29.2% | +5.4% |
| 6M | +36.9% | +26.0% | +10.8% | +28.6% |
| YTD | +28.7% | +28.6% | 0.0% | +19.6% |
| 1Y | +41.9% | +34.5% | +7.4% | +29.6% |
| All | +122.9% | +237.5% | -114.6% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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