+121.0%
QLD vs ECL
+31.2%
+89.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.6% | -2.6% | +3.2% | +3.1% |
| 30D | -0.1% | -2.2% | +2.0% | +1.6% |
| 3M | -8.4% | +10.1% | -18.5% | -18.2% |
| 6M | +32.2% | -5.7% | +37.9% | +37.5% |
| YTD | +28.9% | +7.0% | +21.9% | +16.8% |
| 1Y | +43.8% | +2.7% | +41.2% | +34.5% |
| 3Y | +176.6% | +57.7% | +118.9% | +54.8% |
| All | +121.0% | +31.2% | +89.8% | +42.3% |
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