+82.1%
QLD vs ECL
+38.6%
+43.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -4.0% |
| 7D | +7.0% | +2.9% | +4.1% | +4.2% |
| 30D | -14.3% | +7.5% | -21.8% | -20.1% |
| 3M | -16.0% | +12.2% | -28.2% | -25.3% |
| 6M | -14.2% | +24.6% | -38.8% | -32.6% |
| YTD | +12.8% | +18.8% | -6.0% | -8.0% |
| 1Y | +14.1% | +19.3% | -5.3% | -7.8% |
| 3Y | +146.0% | +78.2% | +67.8% | +20.2% |
| All | +82.1% | +38.6% | +43.5% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling