+1,418.0%
QLD vs EL
+63.1%
+1,354.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.8% | +4.0% | +5.2% |
| 7D | -1.4% | +8.0% | -9.4% | -5.5% |
| 30D | -19.6% | +15.4% | -35.0% | -26.2% |
| 3M | -14.1% | +28.5% | -42.7% | -27.3% |
| 6M | -13.6% | +32.2% | -45.9% | -29.3% |
| YTD | +12.5% | +9.2% | +3.4% | -0.5% |
| 1Y | +13.1% | +30.8% | -17.6% | -11.4% |
| 3Y | +154.7% | +3.7% | +151.0% | +96.8% |
| 5Y | +81.1% | -64.8% | +145.9% | +253.9% |
| 10Y | +1,418.0% | +60.0% | +1,358.0% | +984.4% |
| All | +1,418.0% | +63.1% | +1,354.9% | +984.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling