+6,176.9%
QLD vs MSCI
+2,756.4%
+3,420.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +0.6% | +0.4% | +0.2% | +0.3% |
| 30D | -0.1% | +0.6% | -0.7% | -0.8% |
| 3M | -8.4% | -7.1% | -1.3% | -5.6% |
| 6M | +32.2% | +0.8% | +31.4% | +26.8% |
| YTD | +28.9% | +1.0% | +27.9% | +22.2% |
| 1Y | +43.8% | +4.3% | +39.5% | +31.0% |
| 3Y | +176.6% | +9.9% | +166.6% | +135.5% |
| 5Y | +121.6% | -6.8% | +128.3% | +121.6% |
| 10Y | +1,652.9% | +614.7% | +1,038.3% | +343.9% |
| All | +6,176.9% | +2,756.4% | +3,420.5% | +548.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling