+7,956.4%
QLD vs ET
+1,143.8%
+6,812.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +6.4% |
| 7D | -1.4% | -4.4% | +3.0% | +0.5% |
| 30D | -19.6% | -4.8% | -14.8% | -18.0% |
| 3M | -14.1% | -3.4% | -10.7% | -13.1% |
| 6M | -13.6% | +2.2% | -15.8% | -15.0% |
| YTD | +12.5% | +24.2% | -11.7% | +1.3% |
| 1Y | +13.1% | +24.5% | -11.4% | +1.7% |
| 3Y | +154.7% | +83.6% | +71.1% | +96.8% |
| 5Y | +81.1% | +203.4% | -122.3% | +15.1% |
| 10Y | +1,418.0% | +166.5% | +1,251.5% | +831.7% |
| All | +7,956.4% | +1,143.8% | +6,812.6% | +902.9% |
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 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