+7,256.1%
QLD vs EL
+625.1%
+6,631.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.9% | -8.8% | -10.1% |
| 7D | -18.6% | -1.1% | -17.5% | -17.9% |
| 30D | -28.3% | +15.3% | -43.6% | -35.2% |
| 3M | -20.4% | +24.2% | -44.6% | -33.1% |
| 6M | -14.3% | +30.9% | -45.2% | -31.9% |
| YTD | +2.8% | +3.9% | -1.1% | -8.6% |
| 1Y | -1.2% | +19.9% | -21.1% | -21.2% |
| 3Y | +135.3% | +2.5% | +132.8% | +75.0% |
| 5Y | +62.6% | -66.7% | +129.3% | +202.3% |
| 10Y | +1,384.3% | +54.9% | +1,329.4% | +674.1% |
| All | +7,256.1% | +625.1% | +6,631.0% | +882.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling