+81.1%
QLD vs ED
+82.1%
-1.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.1% | +6.9% | +6.8% |
| 7D | -1.4% | -0.1% | -1.4% | -1.4% |
| 30D | -19.6% | +11.6% | -31.2% | -18.9% |
| 3M | -14.1% | +10.5% | -24.7% | -13.5% |
| 6M | -13.6% | +13.2% | -26.8% | -13.1% |
| YTD | +12.5% | +22.1% | -9.6% | +12.2% |
| 1Y | +13.1% | +24.2% | -11.0% | +12.6% |
| 3Y | +154.7% | +46.9% | +107.8% | +125.6% |
| 5Y | +81.1% | +80.8% | +0.3% | +49.9% |
| All | +81.1% | +82.1% | -1.0% | +49.9% |
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 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