+1,502.1%
QLD vs DE
+762.0%
+740.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.0% |
| 7D | +7.0% | +0.3% | +6.7% | +6.9% |
| 30D | -14.3% | +3.6% | -17.9% | -16.3% |
| 3M | -16.0% | +10.2% | -26.2% | -22.2% |
| 6M | -14.2% | +16.6% | -30.8% | -24.0% |
| YTD | +12.8% | +45.8% | -33.1% | -16.7% |
| 1Y | +14.1% | +43.9% | -29.8% | -15.5% |
| 3Y | +146.0% | +89.6% | +56.4% | +45.7% |
| 5Y | +82.0% | +100.3% | -18.3% | -0.3% |
| All | +1,502.1% | +762.0% | +740.1% | +275.2% |
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