+1,553.3%
QLD vs M
-6.5%
+1,559.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.6% | +4.9% |
| 7D | -1.2% | -3.3% | +2.1% | -0.2% |
| 30D | -15.7% | +8.1% | -23.8% | -17.6% |
| 3M | -10.0% | +2.2% | -12.2% | -10.9% |
| 6M | -11.2% | +35.1% | -46.3% | -18.9% |
| YTD | +16.4% | +15.8% | +0.5% | +10.2% |
| 1Y | +12.7% | +25.8% | -13.2% | +4.0% |
| 3Y | +152.3% | +156.2% | -3.9% | +84.4% |
| 5Y | +91.8% | -2.4% | +94.1% | +71.7% |
| All | +1,553.3% | -6.5% | +1,559.8% | +1,208.8% |
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