+1,762.1%
QLD vs Z
+25.1%
+1,737.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.5% | +1.1% |
| 7D | +0.6% | -3.0% | +3.6% | +1.7% |
| 30D | -0.1% | -4.2% | +4.1% | +0.9% |
| 3M | -8.4% | -3.7% | -4.7% | -8.5% |
| 6M | +32.2% | -24.5% | +56.7% | +44.0% |
| YTD | +28.9% | -49.3% | +78.2% | +62.4% |
| 1Y | +43.8% | -58.7% | +102.5% | +94.3% |
| 3Y | +176.6% | -34.1% | +210.7% | +195.7% |
| 5Y | +121.6% | -64.5% | +186.1% | +174.4% |
| 10Y | +1,652.9% | -0.5% | +1,653.4% | +1,244.2% |
| All | +1,762.1% | +25.1% | +1,737.0% | +1,156.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling