+133.5%
QLD vs ECL
+81.2%
+52.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.9% | -9.8% | -11.1% |
| 7D | -18.6% | +1.7% | -20.2% | -19.1% |
| 30D | -28.3% | +8.9% | -37.2% | -31.6% |
| 3M | -20.4% | +7.4% | -27.8% | -23.6% |
| 6M | -14.3% | +19.3% | -33.6% | -23.8% |
| YTD | +2.8% | +17.4% | -14.7% | -8.4% |
| 1Y | -1.2% | +19.4% | -20.6% | -13.2% |
| All | +133.5% | +81.2% | +52.3% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling