+304.6%
QLD vs QS
-44.4%
+348.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.3% |
| 7D | +0.6% | -2.3% | +2.9% | +0.9% |
| 30D | -0.1% | -0.7% | +0.6% | -0.1% |
| 3M | -8.4% | -39.6% | +31.3% | -2.0% |
| 6M | +32.2% | -21.7% | +53.9% | +36.2% |
| YTD | +28.9% | -47.4% | +76.3% | +39.2% |
| 1Y | +43.8% | -28.4% | +72.2% | +46.2% |
| 3Y | +176.6% | -22.6% | +199.2% | +156.5% |
| 5Y | +121.6% | -75.6% | +197.2% | +116.4% |
| All | +304.6% | -44.4% | +348.9% | +361.4% |
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