+1,351.8%
QLD vs EL
+56.3%
+1,295.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.2% |
| 7D | -10.3% | +0.8% | -11.0% | -10.5% |
| 30D | -26.1% | +16.5% | -42.6% | -32.6% |
| 3M | -17.8% | +29.2% | -46.9% | -30.7% |
| 6M | -15.6% | +27.9% | -43.5% | -29.5% |
| YTD | +5.4% | +6.2% | -0.8% | -5.4% |
| 1Y | +5.2% | +27.2% | -21.9% | -16.3% |
| 3Y | +139.4% | +3.2% | +136.2% | +84.3% |
| 5Y | +66.7% | -66.0% | +132.7% | +232.9% |
| All | +1,351.8% | +56.3% | +1,295.6% | +958.5% |
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