+7,256.1%
QLD vs EIX
+224.3%
+7,031.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.0% | -11.8% | -12.1% |
| 7D | -18.6% | +2.5% | -21.1% | -19.8% |
| 30D | -28.3% | +14.1% | -42.3% | -34.2% |
| 3M | -20.4% | -9.4% | -11.0% | -19.1% |
| 6M | -14.3% | -9.1% | -5.2% | -14.6% |
| YTD | +2.8% | +7.1% | -4.4% | -10.1% |
| 1Y | -1.2% | +13.3% | -14.5% | -17.3% |
| 3Y | +135.3% | +10.9% | +124.4% | +85.6% |
| 5Y | +62.6% | +21.0% | +41.6% | +19.1% |
| 10Y | +1,384.3% | +33.6% | +1,350.7% | +760.5% |
| All | +7,256.1% | +224.3% | +7,031.8% | +1,674.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling