+1,418.0%
QLD vs MSCI
+799.4%
+618.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +6.1% |
| 7D | -1.4% | +1.5% | -2.9% | -2.6% |
| 30D | -19.6% | +14.4% | -34.0% | -29.0% |
| 3M | -14.1% | +15.2% | -29.3% | -25.1% |
| 6M | -13.6% | +11.2% | -24.8% | -25.0% |
| YTD | +12.5% | +13.9% | -1.4% | -6.5% |
| 1Y | +13.1% | +12.5% | +0.6% | -5.2% |
| 3Y | +154.7% | +32.3% | +122.4% | +70.4% |
| 5Y | +81.1% | +4.9% | +76.2% | +55.4% |
| 10Y | +1,418.0% | +779.7% | +638.3% | +136.2% |
| All | +1,418.0% | +799.4% | +618.6% | +136.2% |
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