+7,256.1%
QLD vs M
+31.9%
+7,224.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -5.9% | -6.9% | -10.4% |
| 7D | -18.6% | -2.1% | -16.4% | -17.7% |
| 30D | -28.3% | +7.7% | -36.0% | -30.5% |
| 3M | -20.4% | -4.4% | -16.0% | -19.5% |
| 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% | -10.8% |
| 3Y | +135.3% | +111.3% | +24.0% | +57.0% |
| 5Y | +62.6% | -6.3% | +68.9% | +41.4% |
| 10Y | +1,384.3% | +1.5% | +1,382.8% | +802.0% |
| All | +7,256.1% | +31.9% | +7,224.2% | +2,589.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling