+139.4%
QLD vs QS
-30.4%
+169.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.6% | +1.8% |
| 7D | -10.3% | +5.4% | -15.7% | -11.0% |
| 30D | -26.1% | -5.3% | -20.8% | -25.4% |
| 3M | -17.8% | -22.6% | +4.9% | -14.4% |
| 6M | -15.6% | -46.2% | +30.6% | -7.4% |
| YTD | +5.4% | -58.9% | +64.3% | +18.9% |
| 1Y | +5.2% | -73.1% | +78.3% | +24.7% |
| 3Y | +139.4% | -27.2% | +166.7% | +126.8% |
| All | +139.4% | -30.4% | +169.9% | +126.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling