+139.4%
QLD vs ETR
+146.5%
-7.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.5% |
| 7D | -10.3% | +0.4% | -10.7% | -10.3% |
| 30D | -26.1% | +7.5% | -33.6% | -27.0% |
| 3M | -17.8% | +4.4% | -22.2% | -18.4% |
| 6M | -15.6% | -1.5% | -14.0% | -15.4% |
| YTD | +5.4% | +21.8% | -16.4% | +0.3% |
| 1Y | +5.2% | +18.4% | -13.2% | +0.8% |
| 3Y | +139.4% | +148.5% | -9.1% | +135.3% |
| All | +139.4% | +146.5% | -7.1% | +135.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling