+154.7%
QLD vs MKTX
-22.8%
+177.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.8% | +6.8% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -19.6% | +0.7% | -20.2% | -19.6% |
| 3M | -14.1% | +2.4% | -16.6% | -14.1% |
| 6M | -13.6% | +13.5% | -27.1% | -14.0% |
| YTD | +12.5% | -7.2% | +19.8% | +10.8% |
| 1Y | +13.1% | +1.0% | +12.2% | +11.9% |
| 3Y | +154.7% | -23.7% | +178.5% | +171.2% |
| All | +154.7% | -22.8% | +177.5% | +171.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling