+40.3%
QLD vs MKTX
-11.2%
+51.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.9% | +0.3% | +1.6% | +1.9% |
| 30D | -1.8% | +1.0% | -2.8% | -1.8% |
| 3M | -0.1% | +40.8% | -40.9% | +2.3% |
| 6M | +32.6% | -10.9% | +43.4% | +22.6% |
| YTD | +27.9% | -8.6% | +36.5% | +18.2% |
| 1Y | +40.3% | -11.6% | +51.8% | +26.9% |
| All | +40.3% | -11.2% | +51.5% | +26.9% |
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