+9,127.5%
QLD vs ET
+1,275.8%
+7,851.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.2% |
| 7D | +0.6% | +0.9% | -0.3% | +0.2% |
| 30D | -0.1% | +7.5% | -7.6% | -3.3% |
| 3M | -8.4% | +11.4% | -19.8% | -12.8% |
| 6M | +32.2% | +18.5% | +13.7% | +21.9% |
| YTD | +28.9% | +37.4% | -8.5% | +11.4% |
| 1Y | +43.8% | +30.9% | +12.9% | +26.8% |
| 3Y | +176.6% | +98.7% | +77.9% | +106.8% |
| 5Y | +121.6% | +230.7% | -109.1% | +35.2% |
| 10Y | +1,652.9% | +175.6% | +1,477.3% | +951.9% |
| All | +9,127.5% | +1,275.8% | +7,851.7% | +1,002.7% |
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 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