+1,351.8%
QLD vs ES
+85.7%
+1,266.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +3.9% |
| 7D | -10.3% | +1.9% | -12.1% | -11.3% |
| 30D | -26.1% | +7.1% | -33.1% | -29.0% |
| 3M | -17.8% | -1.9% | -15.8% | -17.5% |
| 6M | -15.6% | +4.4% | -19.9% | -18.8% |
| YTD | +5.4% | +7.3% | -1.9% | -1.0% |
| 1Y | +5.2% | +2.1% | +3.1% | +0.6% |
| 3Y | +139.4% | +41.8% | +97.6% | +78.2% |
| 5Y | +66.7% | +1.4% | +65.3% | +55.4% |
| All | +1,351.8% | +85.7% | +1,266.1% | +1,052.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling