+7,256.1%
QLD vs ECL
+913.6%
+6,342.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.9% | -9.8% | -9.6% |
| 7D | -18.6% | +1.7% | -20.2% | -19.9% |
| 30D | -28.3% | +8.9% | -37.2% | -34.9% |
| 3M | -20.4% | +7.4% | -27.8% | -27.0% |
| 6M | -14.3% | +19.3% | -33.6% | -31.4% |
| YTD | +2.8% | +17.4% | -14.7% | -17.2% |
| 1Y | -1.2% | +19.4% | -20.6% | -22.2% |
| 3Y | +135.3% | +80.5% | +54.8% | +12.8% |
| 5Y | +62.6% | +40.2% | +22.3% | +6.5% |
| 10Y | +1,384.3% | +207.8% | +1,176.4% | +266.8% |
| All | +7,256.1% | +913.6% | +6,342.5% | +370.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling