+171.2%
ETN vs QLD
+121.5%
+49.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.1% | +3.3% |
| 7D | +2.0% | +0.6% | +1.4% | +1.8% |
| 30D | -7.9% | -0.1% | -7.8% | -7.9% |
| 3M | -1.6% | -8.4% | +6.7% | +2.0% |
| 6M | +16.9% | +32.2% | -15.3% | +3.7% |
| YTD | +30.1% | +28.9% | +1.2% | +16.4% |
| 1Y | +19.3% | +43.8% | -24.5% | +2.0% |
| 3Y | +82.5% | +176.6% | -94.1% | +22.0% |
| All | +171.2% | +121.5% | +49.7% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling