+81.1%
QLD vs EIX
+19.1%
+62.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.3% | +5.5% | +6.4% |
| 7D | -1.4% | +0.7% | -2.2% | -1.6% |
| 30D | -19.6% | +8.8% | -28.3% | -21.8% |
| 3M | -14.1% | -10.9% | -3.2% | -12.5% |
| 6M | -13.6% | -10.3% | -3.3% | -13.4% |
| YTD | +12.5% | +5.8% | +6.7% | +3.0% |
| 1Y | +13.1% | +11.4% | +1.8% | +0.6% |
| 3Y | +154.7% | +11.1% | +143.7% | +104.7% |
| 5Y | +81.1% | +18.5% | +62.6% | +35.2% |
| All | +81.1% | +19.1% | +62.0% | +35.2% |
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