+1,520.2%
QLD vs ED
+141.1%
+1,379.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.7% |
| 7D | -1.2% | -0.9% | -0.3% | -1.0% |
| 30D | -15.7% | +11.2% | -26.9% | -18.7% |
| 3M | -10.0% | +11.8% | -21.8% | -13.4% |
| 6M | -11.2% | +14.1% | -25.3% | -15.8% |
| YTD | +16.4% | +23.0% | -6.6% | +6.5% |
| 1Y | +12.7% | +23.7% | -11.0% | +2.7% |
| 3Y | +152.3% | +47.7% | +104.6% | +100.5% |
| 5Y | +91.8% | +82.6% | +9.1% | +34.9% |
| 10Y | +1,520.2% | +141.8% | +1,378.5% | +955.7% |
| All | +1,520.2% | +141.1% | +1,379.2% | +955.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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