+1,450.1%
QLD vs ETR
+369.0%
+1,081.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -3.8% | +2.6% | -6.4% | -5.1% |
| 30D | -20.5% | +8.7% | -29.2% | -24.4% |
| 3M | -14.6% | +6.4% | -21.0% | -17.9% |
| 6M | -14.7% | +0.7% | -15.4% | -15.7% |
| YTD | +11.2% | +23.0% | -11.9% | -4.0% |
| 1Y | +7.1% | +17.9% | -10.8% | -5.0% |
| 3Y | +141.1% | +154.9% | -13.8% | +23.4% |
| 5Y | +84.3% | +157.3% | -73.0% | -7.0% |
| 10Y | +1,450.1% | +373.4% | +1,076.7% | +573.1% |
| All | +1,450.1% | +369.0% | +1,081.1% | +573.1% |
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