+82.1%
QLD vs EL
-65.2%
+147.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.0% |
| 7D | +7.0% | +1.5% | +5.5% | +6.3% |
| 30D | -14.3% | +10.0% | -24.3% | -18.0% |
| 3M | -16.0% | +28.4% | -44.4% | -26.1% |
| 6M | -14.2% | +37.1% | -51.3% | -27.6% |
| YTD | +12.8% | +7.8% | +4.9% | +3.6% |
| 1Y | +14.1% | +26.0% | -12.0% | -3.8% |
| 3Y | +146.0% | +3.8% | +142.1% | +98.1% |
| All | +82.1% | -65.2% | +147.3% | +299.6% |
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