+121.0%
QLD vs M
+27.3%
+93.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.2% | -0.6% |
| 7D | +0.6% | +4.7% | -4.2% | -1.2% |
| 30D | -0.1% | -9.6% | +9.5% | +3.6% |
| 3M | -8.4% | +0.9% | -9.2% | -9.3% |
| 6M | +32.2% | +22.3% | +9.9% | +21.1% |
| YTD | +28.9% | +6.5% | +22.4% | +23.5% |
| 1Y | +43.8% | +38.8% | +5.1% | +23.5% |
| 3Y | +176.6% | +115.9% | +60.7% | +80.0% |
| All | +121.0% | +27.3% | +93.8% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling