+7,859.7%
QLD vs MKTX
+1,798.8%
+6,060.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | -20.5% | +0.8% | -21.3% | -20.8% |
| 3M | -14.6% | +2.6% | -17.2% | -15.6% |
| 6M | -14.7% | +13.6% | -28.3% | -21.5% |
| YTD | +11.2% | -7.1% | +18.3% | +11.0% |
| 1Y | +7.1% | -0.1% | +7.2% | +3.0% |
| 3Y | +141.1% | -22.3% | +163.4% | +142.4% |
| 5Y | +84.3% | -54.5% | +138.8% | +137.3% |
| 10Y | +1,450.1% | +14.3% | +1,435.8% | +1,164.2% |
| All | +7,859.7% | +1,798.8% | +6,060.9% | +1,246.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling