+1,450.1%
QLD vs M
-3.0%
+1,453.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -3.8% | +5.0% | -8.8% | -5.0% |
| 30D | -20.5% | +10.6% | -31.2% | -22.8% |
| 3M | -14.6% | +1.6% | -16.2% | -15.3% |
| 6M | -14.7% | +30.8% | -45.5% | -21.3% |
| YTD | +11.2% | +16.9% | -5.7% | +5.0% |
| 1Y | +7.1% | +26.3% | -19.2% | -1.2% |
| 3Y | +141.1% | +158.6% | -17.5% | +75.8% |
| 5Y | +84.3% | +2.1% | +82.2% | +63.6% |
| 10Y | +1,450.1% | -4.3% | +1,454.4% | +1,113.4% |
| All | +1,450.1% | -3.0% | +1,453.1% | +1,113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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