+1,728.6%
QLD vs MKTX
+7.4%
+1,721.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | -1.8% | +1.0% | -2.8% | -2.2% |
| 3M | -0.1% | +40.8% | -40.9% | -15.8% |
| 6M | +32.6% | -10.9% | +43.4% | +36.9% |
| YTD | +27.9% | -8.6% | +36.5% | +29.8% |
| 1Y | +40.3% | -11.6% | +51.8% | +43.4% |
| 3Y | +182.5% | -24.5% | +207.0% | +186.0% |
| 5Y | +122.5% | -60.7% | +183.2% | +220.5% |
| 10Y | +1,728.6% | +5.1% | +1,723.4% | +1,790.7% |
| All | +1,728.6% | +7.4% | +1,721.2% | +1,790.7% |
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