+62.6%
QLD vs Z
-54.8%
+117.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -10.6% | -2.1% | -8.2% |
| 7D | -18.6% | -2.3% | -16.3% | -17.8% |
| 30D | -28.3% | +9.4% | -37.6% | -32.0% |
| 3M | -20.4% | -16.1% | -4.3% | -16.1% |
| 6M | -14.3% | -30.4% | +16.2% | -2.9% |
| YTD | +2.8% | -55.6% | +58.4% | +41.1% |
| 1Y | -1.2% | -58.5% | +57.3% | +39.6% |
| 3Y | +135.3% | -19.6% | +155.0% | +115.5% |
| 5Y | +62.6% | -54.1% | +116.7% | +69.5% |
| All | +62.6% | -54.8% | +117.4% | +69.5% |
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 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