+1,502.1%
QLD vs QID
-99.0%
+1,601.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | +0.2% |
| 7D | +7.0% | -7.1% | +14.2% | +0.1% |
| 30D | -14.3% | +12.6% | -27.0% | +0.4% |
| 3M | -16.0% | +14.2% | -30.2% | +1.3% |
| 6M | -14.2% | +6.2% | -20.4% | +2.7% |
| YTD | +12.8% | -21.8% | +34.5% | +4.4% |
| 1Y | +14.1% | -23.1% | +37.2% | +5.1% |
| 3Y | +146.0% | -71.3% | +217.3% | +19.3% |
| 5Y | +82.0% | -77.0% | +159.0% | +24.3% |
| All | +1,502.1% | -99.0% | +1,601.2% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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