+139.4%
QLD vs EL
+3.8%
+135.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.9% |
| 7D | -10.3% | +0.8% | -11.0% | -10.4% |
| 30D | -26.1% | +16.5% | -42.6% | -29.4% |
| 3M | -17.8% | +29.2% | -46.9% | -24.3% |
| 6M | -15.6% | +27.9% | -43.5% | -22.5% |
| YTD | +5.4% | +6.2% | -0.8% | +0.5% |
| 1Y | +5.2% | +27.2% | -21.9% | -5.7% |
| 3Y | +139.4% | +3.2% | +136.2% | +101.9% |
| All | +139.4% | +3.8% | +135.7% | +101.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling