+1,351.8%
QLD vs ECL
+199.1%
+1,152.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +4.2% |
| 7D | -10.3% | -0.8% | -9.5% | -9.5% |
| 30D | -26.1% | +8.1% | -34.2% | -31.6% |
| 3M | -17.8% | +6.4% | -24.1% | -23.1% |
| 6M | -15.6% | +14.8% | -30.3% | -28.0% |
| YTD | +5.4% | +15.5% | -10.1% | -11.4% |
| 1Y | +5.2% | +20.1% | -14.9% | -15.3% |
| 3Y | +139.4% | +77.8% | +61.7% | +25.4% |
| 5Y | +66.7% | +37.9% | +28.8% | +14.7% |
| All | +1,351.8% | +199.1% | +1,152.7% | +413.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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