+40.3%
QLD vs ET
+35.5%
+4.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.4% |
| 7D | +1.9% | +0.6% | +1.2% | +2.1% |
| 30D | -1.8% | +5.3% | -7.1% | -0.3% |
| 3M | -0.1% | +15.6% | -15.7% | +3.7% |
| 6M | +32.6% | +20.6% | +11.9% | +35.7% |
| YTD | +27.9% | +38.5% | -10.6% | +24.0% |
| 1Y | +40.3% | +35.7% | +4.5% | +32.4% |
| All | +40.3% | +35.5% | +4.8% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling