+1,542.6%
QLD vs ECL
+192.9%
+1,349.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +0.4% |
| 7D | +12.5% | -0.5% | +13.0% | +13.0% |
| 30D | -15.7% | +6.6% | -22.3% | -20.8% |
| 3M | -11.9% | +9.6% | -21.5% | -19.9% |
| 6M | -10.3% | +21.6% | -31.9% | -27.5% |
| YTD | +15.6% | +16.9% | -1.3% | -3.9% |
| 1Y | +12.1% | +17.9% | -5.7% | -7.9% |
| 3Y | +150.7% | +76.5% | +74.2% | +32.5% |
| 5Y | +86.6% | +36.6% | +50.0% | +29.6% |
| All | +1,542.6% | +192.9% | +1,349.7% | +467.2% |
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