+176.1%
QLD vs ET
+98.0%
+78.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.2% |
| 7D | +0.6% | +0.9% | -0.3% | 0.0% |
| 30D | -0.1% | +7.5% | -7.6% | -5.0% |
| 3M | -8.4% | +11.4% | -19.8% | -15.3% |
| 6M | +32.2% | +18.5% | +13.7% | +15.2% |
| YTD | +28.9% | +37.4% | -8.5% | -1.4% |
| 1Y | +43.8% | +30.9% | +12.9% | +14.5% |
| All | +176.1% | +98.0% | +78.1% | +78.7% |
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