+253.2%
QLD vs QS
-53.6%
+306.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.8% | 0.0% | +5.8% |
| 7D | -1.4% | +13.7% | -15.1% | -3.1% |
| 30D | -19.6% | -0.2% | -19.4% | -19.6% |
| 3M | -14.1% | -24.8% | +10.7% | -10.7% |
| 6M | -13.6% | -39.4% | +25.8% | -7.8% |
| YTD | +12.5% | -56.1% | +68.7% | +24.6% |
| 1Y | +13.1% | -72.5% | +85.7% | +32.8% |
| 3Y | +154.7% | -16.3% | +171.0% | +134.5% |
| 5Y | +81.1% | -87.6% | +168.6% | +82.3% |
| All | +253.2% | -53.6% | +306.8% | +312.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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