+230.7%
QLD vs QS
-56.5%
+287.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.6% | +2.0% |
| 7D | -10.3% | +5.4% | -15.7% | -10.9% |
| 30D | -26.1% | -5.3% | -20.8% | -25.5% |
| 3M | -17.8% | -22.6% | +4.9% | -14.9% |
| 6M | -15.6% | -46.2% | +30.6% | -8.4% |
| YTD | +5.4% | -58.9% | +64.3% | +17.8% |
| 1Y | +5.2% | -73.1% | +78.3% | +23.9% |
| 3Y | +139.4% | -27.2% | +166.7% | +124.6% |
| 5Y | +66.7% | -86.2% | +152.9% | +69.0% |
| All | +230.7% | -56.5% | +287.3% | +290.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling