+67.2%
QLD vs EIX
+18.0%
+49.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +3.4% |
| 7D | -10.3% | +1.0% | -11.3% | -10.6% |
| 30D | -26.1% | +9.1% | -35.2% | -28.2% |
| 3M | -17.8% | -10.2% | -7.5% | -16.6% |
| 6M | -15.6% | -11.2% | -4.3% | -15.1% |
| YTD | +5.4% | +4.5% | +0.9% | -3.1% |
| 1Y | +5.2% | +10.9% | -5.6% | -6.5% |
| 3Y | +139.4% | +8.4% | +131.0% | +95.1% |
| All | +67.2% | +18.0% | +49.2% | +25.5% |
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