+81.1%
QLD vs Z
-55.0%
+136.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.8% | +3.0% | +5.2% |
| 7D | -1.4% | -5.2% | +3.7% | +0.9% |
| 30D | -19.6% | +5.7% | -25.3% | -22.4% |
| 3M | -14.1% | -8.7% | -5.4% | -12.7% |
| 6M | -13.6% | -26.0% | +12.3% | -4.8% |
| YTD | +12.5% | -55.0% | +67.6% | +53.8% |
| 1Y | +13.1% | -58.0% | +71.1% | +59.1% |
| 3Y | +154.7% | -15.2% | +169.9% | +126.7% |
| 5Y | +81.1% | -53.8% | +134.9% | +88.9% |
| All | +81.1% | -55.0% | +136.1% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling