+176.1%
QLD vs DE
+71.7%
+104.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +0.6% | +10.0% | -9.5% | -3.5% |
| 30D | -0.1% | +13.3% | -13.5% | -5.6% |
| 3M | -8.4% | +17.5% | -25.9% | -14.8% |
| 6M | +32.2% | +13.6% | +18.6% | +24.1% |
| YTD | +28.9% | +49.8% | -20.9% | +3.5% |
| 1Y | +43.8% | +47.9% | -4.0% | +15.6% |
| All | +176.1% | +71.7% | +104.4% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling