+133.5%
QLD vs Z
-19.1%
+152.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -10.6% | -2.1% | -9.6% |
| 7D | -18.6% | -2.3% | -16.3% | -17.9% |
| 30D | -28.3% | +9.4% | -37.6% | -30.7% |
| 3M | -20.4% | -16.1% | -4.3% | -17.1% |
| 6M | -14.3% | -30.4% | +16.2% | -5.4% |
| YTD | +2.8% | -55.6% | +58.4% | +31.5% |
| 1Y | -1.2% | -58.5% | +57.3% | +29.3% |
| All | +133.5% | -19.1% | +152.6% | +143.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling