+121.0%
QLD vs ET
+232.1%
-111.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.1% |
| 7D | +0.6% | +0.9% | -0.3% | 0.0% |
| 30D | -0.1% | +7.5% | -7.6% | -5.2% |
| 3M | -8.4% | +11.4% | -19.8% | -15.6% |
| 6M | +32.2% | +18.5% | +13.7% | +15.2% |
| YTD | +28.9% | +37.4% | -8.5% | -0.1% |
| 1Y | +43.8% | +30.9% | +12.9% | +15.4% |
| 3Y | +176.6% | +98.7% | +77.9% | +65.7% |
| All | +121.0% | +232.1% | -111.1% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling