+265.2%
QLD vs QS
-57.3%
+322.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.4% | +10.0% | +5.4% |
| 7D | -1.2% | -5.0% | +3.8% | -0.4% |
| 30D | -15.7% | -1.4% | -14.3% | -15.6% |
| 3M | -10.0% | -33.6% | +23.6% | -4.8% |
| 6M | -11.2% | -47.6% | +36.4% | -3.3% |
| YTD | +16.4% | -59.6% | +76.0% | +30.3% |
| 1Y | +12.7% | -73.5% | +86.2% | +33.0% |
| 3Y | +152.3% | -23.0% | +175.3% | +135.0% |
| 5Y | +91.8% | -89.4% | +181.2% | +95.4% |
| All | +265.2% | -57.3% | +322.4% | +331.7% |
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