+9,127.5%
QLD vs MKTX
+1,770.4%
+7,357.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.6% | +0.4% | +0.2% | +0.4% |
| 30D | -0.1% | +1.1% | -1.2% | -0.6% |
| 3M | -8.4% | +36.1% | -44.5% | -22.1% |
| 6M | +32.2% | -12.9% | +45.1% | +36.6% |
| YTD | +28.9% | -8.5% | +37.4% | +29.6% |
| 1Y | +43.8% | -7.5% | +51.4% | +42.5% |
| 3Y | +176.6% | -28.3% | +204.9% | +187.6% |
| 5Y | +121.6% | -63.3% | +184.9% | +214.7% |
| 10Y | +1,652.9% | +4.5% | +1,648.4% | +1,388.3% |
| All | +9,127.5% | +1,770.4% | +7,357.0% | +1,472.2% |
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 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