+1,502.1%
QLD vs MSCI
+811.9%
+690.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -3.6% |
| 7D | +7.0% | +3.0% | +4.0% | +4.2% |
| 30D | -14.3% | +17.8% | -32.1% | -26.4% |
| 3M | -16.0% | +15.2% | -31.2% | -26.8% |
| 6M | -14.2% | +16.5% | -30.7% | -28.6% |
| YTD | +12.8% | +16.4% | -3.6% | -8.1% |
| 1Y | +14.1% | +16.8% | -2.7% | -7.7% |
| 3Y | +146.0% | +35.8% | +110.2% | +60.6% |
| 5Y | +82.0% | +7.0% | +75.1% | +53.3% |
| All | +1,502.1% | +811.9% | +690.3% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling