+139.4%
QLD vs MET
+75.0%
+64.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.5% |
| 7D | -10.3% | -1.2% | -9.1% | -9.3% |
| 30D | -26.1% | +3.2% | -29.3% | -27.7% |
| 3M | -17.8% | -1.1% | -16.7% | -17.4% |
| 6M | -15.6% | +25.0% | -40.6% | -29.6% |
| YTD | +5.4% | +27.9% | -22.5% | -14.3% |
| 1Y | +5.2% | +32.9% | -27.6% | -17.4% |
| 3Y | +139.4% | +78.8% | +60.7% | +57.4% |
| All | +139.4% | +75.0% | +64.5% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 3y: compounded portfolio wealth divided by compounded MET 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…
3y analysis · Full analysis span regression · 6 months rolling