+1,384.5%
QLD vs Z
+9.5%
+1,375.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -10.6% | -2.1% | -8.7% |
| 7D | -18.6% | -2.3% | -16.3% | -17.9% |
| 30D | -28.3% | +9.4% | -37.6% | -31.5% |
| 3M | -20.4% | -16.1% | -4.3% | -16.7% |
| 6M | -14.3% | -30.4% | +16.2% | -4.7% |
| YTD | +2.8% | -55.6% | +58.4% | +34.1% |
| 1Y | -1.2% | -58.5% | +57.3% | +32.0% |
| 3Y | +135.3% | -19.6% | +155.0% | +128.7% |
| 5Y | +62.6% | -54.1% | +116.7% | +87.4% |
| 10Y | +1,384.3% | -12.1% | +1,396.4% | +1,078.2% |
| All | +1,384.5% | +9.5% | +1,375.0% | +937.7% |
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 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