+133.5%
QLD vs EL
+1.5%
+132.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.9% | -8.8% | -11.6% |
| 7D | -18.6% | -1.1% | -17.5% | -18.2% |
| 30D | -28.3% | +15.3% | -43.6% | -31.3% |
| 3M | -20.4% | +24.2% | -44.6% | -25.9% |
| 6M | -14.3% | +30.9% | -45.2% | -21.9% |
| YTD | +2.8% | +3.9% | -1.1% | -1.3% |
| 1Y | -1.2% | +19.9% | -21.1% | -9.8% |
| All | +133.5% | +1.5% | +132.0% | +98.2% |
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