+1,506.1%
ETN vs QLD
+7,781.2%
-6,275.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.5% |
| 7D | -9.3% | -3.8% | -5.5% | -7.8% |
| 30D | -17.3% | -20.5% | +3.2% | -8.0% |
| 3M | -20.1% | -14.6% | -5.5% | -14.0% |
| 6M | -11.3% | -14.7% | +3.4% | -4.5% |
| YTD | +12.5% | +11.2% | +1.3% | +6.4% |
| 1Y | -5.6% | +7.1% | -12.7% | -9.2% |
| 3Y | +65.6% | +141.1% | -75.5% | +7.5% |
| 5Y | +122.4% | +84.3% | +38.2% | +48.0% |
| 10Y | +531.4% | +1,450.1% | -918.6% | +19.4% |
| All | +1,506.1% | +7,781.2% | -6,275.1% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling