+86.6%
QLD vs EL
-65.5%
+152.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.1% |
| 7D | +12.5% | +2.7% | +9.8% | +11.2% |
| 30D | -15.7% | +10.8% | -26.5% | -19.7% |
| 3M | -11.9% | +26.5% | -38.4% | -22.0% |
| 6M | -10.3% | +31.1% | -41.4% | -22.7% |
| YTD | +15.6% | +6.6% | +9.0% | +6.7% |
| 1Y | +12.1% | +21.8% | -9.7% | -3.8% |
| 3Y | +150.7% | +1.8% | +148.9% | +104.4% |
| 5Y | +86.6% | -65.6% | +152.2% | +310.0% |
| All | +86.6% | -65.5% | +152.1% | +310.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling