+121.0%
QLD vs EIX
+22.8%
+98.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +0.6% | -19.1% | +19.7% | +6.5% |
| 30D | -0.1% | -16.9% | +16.8% | +4.2% |
| 3M | -8.4% | -20.0% | +11.6% | -3.7% |
| 6M | +32.2% | -21.3% | +53.5% | +39.5% |
| YTD | +28.9% | -1.7% | +30.6% | +21.3% |
| 1Y | +43.8% | +9.6% | +34.3% | +27.0% |
| 3Y | +176.6% | -3.7% | +180.3% | +142.2% |
| All | +121.0% | +22.8% | +98.3% | +65.5% |
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