+12.1%
QLD vs MSCI
+12.8%
-0.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | +12.5% | -0.7% | +13.2% | +12.5% |
| 30D | -15.7% | +16.2% | -31.9% | -15.9% |
| 3M | -11.9% | +16.1% | -28.0% | -12.1% |
| 6M | -10.3% | +12.9% | -23.2% | -11.3% |
| YTD | +15.6% | +14.8% | +0.8% | +15.1% |
| 1Y | +12.1% | +13.8% | -1.7% | +13.4% |
| All | +12.1% | +12.8% | -0.7% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling