+62.6%
QLD vs M
-6.1%
+68.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -5.9% | -6.9% | -10.5% |
| 7D | -18.6% | -2.1% | -16.4% | -17.7% |
| 30D | -28.3% | +7.7% | -36.0% | -30.4% |
| 3M | -20.4% | -4.4% | -16.0% | -19.4% |
| 6M | -14.3% | +27.5% | -41.8% | -23.2% |
| YTD | +2.8% | +12.8% | -10.0% | -4.3% |
| 1Y | -1.2% | +20.7% | -21.9% | -10.9% |
| 3Y | +135.3% | +111.3% | +24.0% | +51.3% |
| 5Y | +62.6% | -6.3% | +68.9% | +37.5% |
| All | +62.6% | -6.1% | +68.7% | +37.5% |
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