+1,728.6%
QLD vs QSR
+126.5%
+1,602.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.4% |
| 7D | +1.9% | -2.4% | +4.2% | +3.5% |
| 30D | -1.8% | +5.7% | -7.5% | -5.5% |
| 3M | -0.1% | +6.9% | -7.0% | -5.5% |
| 6M | +32.6% | +6.9% | +25.7% | +24.2% |
| YTD | +27.9% | +14.9% | +13.0% | +13.2% |
| 1Y | +40.3% | +29.1% | +11.2% | +13.5% |
| 3Y | +182.5% | +26.1% | +156.4% | +125.9% |
| 5Y | +122.5% | +42.3% | +80.2% | +65.4% |
| 10Y | +1,728.6% | +134.0% | +1,594.6% | +897.4% |
| All | +1,728.6% | +126.5% | +1,602.0% | +897.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling