+7,256.1%
QLD vs ES
+610.3%
+6,645.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +2.1% | -14.8% | -14.3% |
| 7D | -18.6% | +5.9% | -24.5% | -22.2% |
| 30D | -28.3% | +10.2% | -38.5% | -33.9% |
| 3M | -20.4% | +0.4% | -20.8% | -21.5% |
| 6M | -14.3% | +6.9% | -21.1% | -20.6% |
| YTD | +2.8% | +10.5% | -7.8% | -8.4% |
| 1Y | -1.2% | +3.2% | -4.4% | -8.4% |
| 3Y | +135.3% | +49.0% | +86.3% | +48.7% |
| 5Y | +62.6% | +4.5% | +58.1% | +37.5% |
| 10Y | +1,384.3% | +92.3% | +1,292.0% | +534.1% |
| All | +7,256.1% | +610.3% | +6,645.8% | +606.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling