+86.6%
QLD vs QID
-77.9%
+164.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.1% |
| 7D | +12.5% | -11.8% | +24.3% | 0.0% |
| 30D | -15.7% | +14.2% | -29.9% | +0.3% |
| 3M | -11.9% | +8.8% | -20.7% | +1.2% |
| 6M | -10.3% | +1.5% | -11.8% | +2.6% |
| YTD | +15.6% | -23.8% | +39.4% | +4.2% |
| 1Y | +12.1% | -22.0% | +34.1% | +5.0% |
| 3Y | +150.7% | -71.9% | +222.6% | +19.1% |
| 5Y | +86.6% | -77.6% | +164.2% | +24.0% |
| All | +86.6% | -77.9% | +164.5% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling