+84.3%
QLD vs MET
+87.9%
-3.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.8% |
| 7D | -3.8% | +1.8% | -5.5% | -4.8% |
| 30D | -20.5% | +4.8% | -25.3% | -23.4% |
| 3M | -14.6% | +6.2% | -20.8% | -18.9% |
| 6M | -14.7% | +33.8% | -48.5% | -34.4% |
| YTD | +11.2% | +33.3% | -22.1% | -14.8% |
| 1Y | +7.1% | +36.3% | -29.2% | -19.9% |
| 3Y | +141.1% | +84.6% | +56.5% | +34.0% |
| 5Y | +84.3% | +87.7% | -3.4% | +5.7% |
| All | +84.3% | +87.9% | -3.7% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling