+121.0%
QLD vs ED
+67.1%
+54.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.3% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | -0.1% | -0.1% | 0.0% | -0.1% |
| 3M | -8.4% | +3.9% | -12.3% | -8.4% |
| 6M | +32.2% | -3.0% | +35.2% | +32.3% |
| YTD | +28.9% | +10.7% | +18.2% | +27.8% |
| 1Y | +43.8% | +13.3% | +30.5% | +42.0% |
| 3Y | +176.6% | +34.5% | +142.1% | +144.6% |
| All | +121.0% | +67.1% | +54.0% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling