+62.6%
QLD vs ED
+86.8%
-24.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.9% | -13.7% | -12.6% |
| 7D | -18.6% | +5.2% | -23.7% | -18.2% |
| 30D | -28.3% | +15.5% | -43.8% | -27.5% |
| 3M | -20.4% | +13.0% | -33.4% | -19.6% |
| 6M | -14.3% | +13.1% | -27.4% | -13.4% |
| YTD | +2.8% | +25.3% | -22.5% | +2.7% |
| 1Y | -1.2% | +30.5% | -31.8% | -1.8% |
| 3Y | +135.3% | +49.3% | +86.0% | +110.3% |
| 5Y | +62.6% | +84.6% | -22.0% | +36.2% |
| All | +62.6% | +86.8% | -24.2% | +36.2% |
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