+1,351.8%
QLD vs Z
-14.9%
+1,366.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +5.0% | +3.5% |
| 7D | -10.3% | -4.6% | -5.7% | -8.7% |
| 30D | -26.1% | +8.3% | -34.4% | -29.3% |
| 3M | -17.8% | -11.6% | -6.1% | -15.5% |
| 6M | -15.6% | -33.6% | +18.1% | -4.2% |
| YTD | +5.4% | -56.7% | +62.1% | +39.8% |
| 1Y | +5.2% | -59.1% | +64.4% | +42.4% |
| 3Y | +139.4% | -20.4% | +159.8% | +132.4% |
| 5Y | +66.7% | -55.3% | +122.0% | +93.9% |
| All | +1,351.8% | -14.9% | +1,366.8% | +1,050.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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