+1,502.1%
QLD vs EL
+62.2%
+1,440.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.1% |
| 7D | +7.0% | +1.5% | +5.5% | +6.1% |
| 30D | -14.3% | +10.0% | -24.3% | -19.1% |
| 3M | -16.0% | +28.4% | -44.4% | -28.9% |
| 6M | -14.2% | +37.1% | -51.3% | -31.2% |
| YTD | +12.8% | +7.8% | +4.9% | +0.4% |
| 1Y | +14.1% | +26.0% | -12.0% | -8.7% |
| 3Y | +146.0% | +3.8% | +142.1% | +89.2% |
| 5Y | +82.0% | -65.2% | +147.2% | +257.6% |
| All | +1,502.1% | +62.2% | +1,440.0% | +1,045.4% |
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