+5.2%
QLD vs ED
+26.3%
-21.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | 0.0% |
| 7D | -10.3% | +1.6% | -11.9% | -8.5% |
| 30D | -26.1% | +13.3% | -39.4% | -15.0% |
| 3M | -17.8% | +9.7% | -27.5% | -8.6% |
| 6M | -15.6% | +12.8% | -28.3% | -2.2% |
| YTD | +5.4% | +22.3% | -16.9% | +33.2% |
| 1Y | +5.2% | +26.3% | -21.1% | +36.9% |
| All | +5.2% | +26.3% | -21.1% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling