+12.1%
QLD vs M
+22.4%
-10.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.4% | -0.1% |
| 7D | +12.5% | +0.6% | +11.9% | +12.2% |
| 30D | -15.7% | +7.0% | -22.7% | -16.9% |
| 3M | -11.9% | +3.1% | -15.1% | -12.6% |
| 6M | -10.3% | +33.5% | -43.8% | -16.5% |
| YTD | +15.6% | +13.4% | +2.2% | +9.3% |
| 1Y | +12.1% | +22.4% | -10.3% | +3.7% |
| All | +12.1% | +22.4% | -10.3% | +3.7% |
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