+43.8%
QLD vs MKTX
-8.5%
+52.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.6% | +0.4% | +0.2% | +0.6% |
| 30D | -0.1% | +1.1% | -1.2% | -0.1% |
| 3M | -8.4% | +36.1% | -44.5% | -6.9% |
| 6M | +32.2% | -12.9% | +45.1% | +22.2% |
| YTD | +28.9% | -8.5% | +37.4% | +19.6% |
| 1Y | +43.8% | -7.5% | +51.4% | +34.6% |
| All | +43.8% | -8.5% | +52.3% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling