+12.9%
QLD vs M
+25.0%
-12.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.6% | +4.9% |
| 7D | -1.2% | -3.3% | +2.1% | -0.4% |
| 30D | -15.7% | +8.1% | -23.8% | -17.1% |
| 3M | -10.0% | +2.2% | -12.2% | -10.6% |
| 6M | -11.2% | +35.1% | -46.3% | -17.7% |
| YTD | +16.4% | +15.8% | +0.5% | +9.4% |
| All | +12.9% | +25.0% | -12.2% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling