+139.4%
QLD vs ET
+73.7%
+65.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.2% | +2.3% |
| 7D | -10.3% | -7.9% | -2.4% | -5.6% |
| 30D | -26.1% | -5.9% | -20.1% | -23.3% |
| 3M | -17.8% | -5.2% | -12.5% | -15.5% |
| 6M | -15.6% | +0.3% | -15.8% | -17.2% |
| YTD | +5.4% | +23.1% | -17.7% | -14.3% |
| 1Y | +5.2% | +22.7% | -17.5% | -14.4% |
| 3Y | +139.4% | +75.4% | +64.1% | +70.9% |
| All | +139.4% | +73.7% | +65.7% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling