+7,859.7%
QLD vs ET
+1,165.9%
+6,693.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.9% |
| 7D | -3.8% | -1.9% | -1.9% | -3.0% |
| 30D | -20.5% | -3.1% | -17.5% | -19.6% |
| 3M | -14.6% | -3.9% | -10.7% | -13.4% |
| 6M | -14.7% | +4.0% | -18.7% | -16.7% |
| YTD | +11.2% | +26.4% | -15.2% | -0.7% |
| 1Y | +7.1% | +24.9% | -17.8% | -3.9% |
| 3Y | +141.1% | +85.2% | +55.9% | +85.5% |
| 5Y | +84.3% | +218.3% | -134.0% | +14.8% |
| 10Y | +1,450.1% | +172.0% | +1,278.1% | +843.3% |
| All | +7,859.7% | +1,165.9% | +6,693.8% | +883.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling