+152.2%
QLD vs QS
-28.5%
+180.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.8% | +7.2% | +0.7% |
| 7D | +12.5% | -5.6% | +18.1% | +13.5% |
| 30D | -15.7% | -5.8% | -9.9% | -14.9% |
| 3M | -11.9% | -39.2% | +27.3% | -4.6% |
| 6M | -10.3% | -53.9% | +43.7% | +0.9% |
| YTD | +15.6% | -62.8% | +78.4% | +32.4% |
| 1Y | +12.1% | -73.5% | +85.6% | +33.8% |
| All | +152.2% | -28.5% | +180.7% | +144.5% |
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 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