+1,351.8%
QLD vs ED
+129.3%
+1,222.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +3.2% |
| 7D | -10.3% | +1.6% | -11.9% | -10.8% |
| 30D | -26.1% | +13.3% | -39.4% | -29.1% |
| 3M | -17.8% | +9.7% | -27.5% | -20.4% |
| 6M | -15.6% | +12.8% | -28.3% | -19.6% |
| YTD | +5.4% | +22.3% | -16.9% | -3.4% |
| 1Y | +5.2% | +26.3% | -21.1% | -5.0% |
| 3Y | +139.4% | +45.0% | +94.4% | +92.1% |
| 5Y | +66.7% | +80.2% | -13.5% | +18.1% |
| All | +1,351.8% | +129.3% | +1,222.6% | +871.5% |
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