+1,520.2%
QLD vs ECL
+196.0%
+1,324.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.1% |
| 7D | -1.2% | -2.3% | +1.1% | +1.4% |
| 30D | -15.7% | +8.3% | -24.0% | -22.0% |
| 3M | -10.0% | +8.4% | -18.5% | -17.4% |
| 6M | -11.2% | +23.3% | -34.5% | -29.2% |
| YTD | +16.4% | +18.2% | -1.9% | -4.3% |
| 1Y | +12.7% | +18.8% | -6.1% | -8.1% |
| 3Y | +152.3% | +78.5% | +73.8% | +31.9% |
| 5Y | +91.8% | +40.1% | +51.7% | +30.1% |
| 10Y | +1,520.2% | +196.5% | +1,323.8% | +446.1% |
| All | +1,520.2% | +196.0% | +1,324.2% | +446.1% |
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