+1,418.0%
QLD vs ETR
+356.9%
+1,061.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.7% | +6.1% |
| 7D | -1.4% | +1.7% | -3.2% | -2.3% |
| 30D | -19.6% | +8.7% | -28.3% | -23.5% |
| 3M | -14.1% | +4.9% | -19.1% | -16.7% |
| 6M | -13.6% | +0.8% | -14.4% | -14.7% |
| YTD | +12.5% | +23.1% | -10.6% | -2.9% |
| 1Y | +13.1% | +17.9% | -4.7% | +0.4% |
| 3Y | +154.7% | +154.5% | +0.2% | +30.4% |
| 5Y | +81.1% | +160.3% | -79.2% | -9.5% |
| 10Y | +1,418.0% | +366.9% | +1,051.0% | +551.9% |
| All | +1,418.0% | +356.9% | +1,061.1% | +551.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling