+82.1%
QLD vs EIX
+18.4%
+63.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +7.0% | +1.4% | +5.6% | +6.5% |
| 30D | -14.3% | +8.5% | -22.9% | -16.7% |
| 3M | -16.0% | -13.5% | -2.5% | -13.3% |
| 6M | -14.2% | -12.4% | -1.9% | -13.0% |
| YTD | +12.8% | +5.9% | +6.8% | +3.1% |
| 1Y | +14.1% | +7.6% | +6.5% | +3.2% |
| 3Y | +146.0% | +12.8% | +133.2% | +94.8% |
| All | +82.1% | +18.4% | +63.7% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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