+8.4%
QLD vs QS
-73.4%
+81.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.8% | 0.0% | +4.2% |
| 7D | -1.4% | +13.7% | -15.1% | -5.8% |
| 30D | -19.6% | -0.2% | -19.4% | -19.6% |
| 3M | -14.1% | -24.8% | +10.7% | -5.1% |
| 6M | -13.6% | -39.4% | +25.8% | +1.9% |
| YTD | +12.5% | -56.1% | +68.7% | +40.7% |
| All | +8.4% | -73.4% | +81.8% | +57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling