+121.0%
QLD vs QS
-75.2%
+196.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.2% |
| 7D | +0.6% | -2.3% | +2.9% | +1.2% |
| 30D | -0.1% | -0.7% | +0.6% | -0.2% |
| 3M | -8.4% | -39.6% | +31.3% | +3.0% |
| 6M | +32.2% | -21.7% | +53.9% | +38.8% |
| YTD | +28.9% | -47.4% | +76.3% | +47.4% |
| 1Y | +43.8% | -28.4% | +72.2% | +45.3% |
| 3Y | +176.6% | -22.6% | +199.2% | +123.8% |
| All | +121.0% | -75.2% | +196.3% | +117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling