+9,127.5%
QLD vs M
+24.6%
+9,102.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.2% | -0.7% |
| 7D | +0.6% | +4.7% | -4.2% | -1.2% |
| 30D | -0.1% | -9.6% | +9.5% | +3.7% |
| 3M | -8.4% | +0.9% | -9.2% | -9.3% |
| 6M | +32.2% | +22.3% | +9.9% | +20.8% |
| YTD | +28.9% | +6.5% | +22.4% | +23.3% |
| 1Y | +43.8% | +38.8% | +5.1% | +23.1% |
| 3Y | +176.6% | +115.9% | +60.7% | +83.1% |
| 5Y | +121.6% | +28.6% | +92.9% | +68.3% |
| 10Y | +1,652.9% | -2.5% | +1,655.5% | +980.9% |
| All | +9,127.5% | +24.6% | +9,102.9% | +3,365.1% |
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