+62.6%
QLD vs ES
+5.0%
+57.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +2.1% | -14.8% | -13.3% |
| 7D | -18.6% | +5.9% | -24.5% | -19.9% |
| 30D | -28.3% | +10.2% | -38.5% | -30.3% |
| 3M | -20.4% | +0.4% | -20.8% | -20.6% |
| 6M | -14.3% | +6.9% | -21.1% | -16.7% |
| YTD | +2.8% | +10.5% | -7.8% | -1.7% |
| 1Y | -1.2% | +3.2% | -4.4% | -3.7% |
| 3Y | +135.3% | +49.0% | +86.3% | +85.1% |
| 5Y | +62.6% | +4.5% | +58.1% | +69.4% |
| All | +62.6% | +5.0% | +57.6% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling