+1,351.8%
QLD vs ETR
+352.3%
+999.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -10.3% | +0.4% | -10.7% | -10.4% |
| 30D | -26.1% | +7.5% | -33.6% | -29.2% |
| 3M | -17.8% | +4.4% | -22.2% | -20.0% |
| 6M | -15.6% | -1.5% | -14.0% | -15.5% |
| YTD | +5.4% | +21.8% | -16.4% | -8.5% |
| 1Y | +5.2% | +18.4% | -13.2% | -7.0% |
| 3Y | +139.4% | +148.5% | -9.1% | +24.9% |
| 5Y | +66.7% | +152.6% | -85.9% | -14.8% |
| All | +1,351.8% | +352.3% | +999.5% | +550.6% |
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