+1,502.1%
QLD vs MKTX
+12.8%
+1,489.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +7.0% | +0.2% | +6.8% | +6.9% |
| 30D | -14.3% | +0.9% | -15.2% | -14.7% |
| 3M | -16.0% | +2.6% | -18.6% | -16.9% |
| 6M | -14.2% | +20.4% | -34.7% | -22.5% |
| YTD | +12.8% | -7.1% | +19.8% | +13.6% |
| 1Y | +14.1% | -2.8% | +16.8% | +12.2% |
| 3Y | +146.0% | -21.7% | +167.7% | +146.0% |
| 5Y | +82.0% | -54.5% | +136.5% | +142.4% |
| All | +1,502.1% | +12.8% | +1,489.3% | +1,501.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling