+122.1%
QLD vs MKTX
-61.3%
+183.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | +3.0% | +0.4% | +2.6% | +2.8% |
| 30D | -1.8% | +1.0% | -2.8% | -2.1% |
| 3M | -1.8% | +41.3% | -43.1% | -13.1% |
| 6M | +36.9% | -11.3% | +48.2% | +41.8% |
| YTD | +28.7% | -8.6% | +37.2% | +31.3% |
| 1Y | +41.9% | -11.1% | +52.9% | +45.6% |
| 3Y | +184.2% | -24.5% | +208.7% | +185.6% |
| 5Y | +122.1% | -61.4% | +183.5% | +185.4% |
| All | +122.1% | -61.3% | +183.4% | +185.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling