+503.4%
QQQ vs QLD
+1,375.1%
-871.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +0.1% |
| 7D | -5.0% | -10.3% | +5.3% | +0.1% |
| 30D | -13.4% | -26.1% | +12.6% | +0.2% |
| 3M | -8.1% | -17.8% | +9.7% | +0.7% |
| 6M | -5.5% | -15.6% | +10.1% | +1.4% |
| YTD | +7.2% | +5.4% | +1.8% | +2.3% |
| 1Y | +7.8% | +5.2% | +2.5% | +2.8% |
| 3Y | +80.7% | +139.4% | -58.7% | +9.7% |
| 5Y | +69.6% | +66.7% | +2.9% | +14.9% |
| All | +503.4% | +1,375.1% | -871.7% | +21.8% |
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