+176.1%
QLD vs MSCI
+10.6%
+165.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +0.6% | +0.4% | +0.2% | +0.4% |
| 30D | -0.1% | +0.6% | -0.7% | -0.4% |
| 3M | -8.4% | -7.1% | -1.3% | -6.5% |
| 6M | +32.2% | +0.8% | +31.4% | +28.6% |
| YTD | +28.9% | +1.0% | +27.9% | +24.6% |
| 1Y | +43.8% | +4.3% | +39.5% | +34.9% |
| All | +176.1% | +10.6% | +165.5% | +146.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling