+1,542.6%
QLD vs QSR
+137.8%
+1,404.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.3% |
| 7D | +12.5% | -3.9% | +16.4% | +15.3% |
| 30D | -15.7% | +5.9% | -21.6% | -19.3% |
| 3M | -11.9% | +1.7% | -13.6% | -13.9% |
| 6M | -10.3% | -1.9% | -8.4% | -11.2% |
| YTD | +15.6% | +13.6% | +2.0% | +2.1% |
| 1Y | +12.1% | +13.1% | -1.0% | -1.0% |
| 3Y | +150.7% | +21.8% | +128.8% | +103.7% |
| 5Y | +86.6% | +57.2% | +29.4% | +29.0% |
| All | +1,542.6% | +137.8% | +1,404.7% | +735.0% |
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