+62.6%
QLD vs MSCI
+4.3%
+58.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.7% | -10.0% | -10.6% |
| 7D | -18.6% | +6.0% | -24.6% | -22.1% |
| 30D | -28.3% | +18.2% | -46.5% | -37.3% |
| 3M | -20.4% | +15.1% | -35.5% | -29.2% |
| 6M | -14.3% | +13.7% | -28.0% | -25.6% |
| YTD | +2.8% | +15.6% | -12.8% | -13.8% |
| 1Y | -1.2% | +16.3% | -17.5% | -17.9% |
| 3Y | +135.3% | +36.9% | +98.4% | +54.2% |
| 5Y | +62.6% | +6.3% | +56.3% | +35.0% |
| All | +62.6% | +4.3% | +58.2% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling