+1,646.5%
QLD vs DE
+849.6%
+796.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | +1.0% |
| 7D | +3.0% | +0.7% | +2.3% | +2.4% |
| 30D | -1.8% | +9.6% | -11.5% | -8.4% |
| 3M | -1.8% | +19.0% | -20.8% | -13.5% |
| 6M | +36.9% | +16.1% | +20.8% | +21.4% |
| YTD | +28.7% | +47.0% | -18.3% | -5.1% |
| 1Y | +41.9% | +43.1% | -1.3% | +5.8% |
| 3Y | +184.2% | +77.5% | +106.7% | +77.3% |
| 5Y | +122.1% | +96.4% | +25.8% | +23.3% |
| 10Y | +1,646.5% | +852.9% | +793.6% | +235.3% |
| All | +1,646.5% | +849.6% | +796.9% | +235.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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