+1,502.1%
QLD vs Z
-16.5%
+1,518.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -5.9% | -3.8% |
| 7D | +7.0% | +0.8% | +6.2% | +6.6% |
| 30D | -14.3% | +5.2% | -19.5% | -16.9% |
| 3M | -16.0% | -17.0% | +1.0% | -11.4% |
| 6M | -14.2% | -22.7% | +8.4% | -8.3% |
| YTD | +12.8% | -56.3% | +69.1% | +49.0% |
| 1Y | +14.1% | -57.7% | +71.7% | +52.1% |
| 3Y | +146.0% | -16.5% | +162.5% | +134.1% |
| 5Y | +82.0% | -53.4% | +135.4% | +108.5% |
| All | +1,502.1% | -16.5% | +1,518.6% | +1,180.0% |
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