+571.7%
QQQ vs QLD
+1,665.6%
-1,093.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | +1.0% | +1.9% | -0.9% | 0.0% |
| 30D | -0.6% | -1.8% | +1.2% | +0.2% |
| 3M | +1.3% | -0.1% | +1.4% | +0.7% |
| 6M | +18.1% | +32.6% | -14.4% | +1.4% |
| YTD | +16.9% | +27.9% | -11.0% | +1.9% |
| 1Y | +24.0% | +40.3% | -16.3% | +2.7% |
| 3Y | +95.6% | +182.5% | -86.9% | +9.6% |
| 5Y | +94.5% | +122.5% | -28.0% | +14.5% |
| 10Y | +571.7% | +1,728.6% | -1,156.8% | +21.4% |
| All | +571.7% | +1,665.6% | -1,093.9% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling