+1,351.8%
QLD vs M
-4.2%
+1,356.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.6% | +7.1% | +3.8% |
| 7D | -10.3% | -4.3% | -6.0% | -9.2% |
| 30D | -26.1% | +1.3% | -27.3% | -26.4% |
| 3M | -17.8% | -7.4% | -10.4% | -16.4% |
| 6M | -15.6% | +18.3% | -33.9% | -20.0% |
| YTD | +5.4% | +7.6% | -2.2% | +1.8% |
| 1Y | +5.2% | +17.4% | -12.2% | -1.0% |
| 3Y | +139.4% | +108.4% | +31.1% | +84.7% |
| 5Y | +66.7% | -10.6% | +77.3% | +52.7% |
| All | +1,351.8% | -4.2% | +1,356.0% | +1,050.1% |
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