+121.0%
QLD vs ETR
+127.8%
-6.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +0.6% | +1.4% | -0.9% | 0.0% |
| 30D | -0.1% | +1.0% | -1.1% | -0.6% |
| 3M | -8.4% | -1.3% | -7.1% | -8.2% |
| 6M | +32.2% | +1.9% | +30.3% | +29.9% |
| YTD | +28.9% | +18.2% | +10.7% | +18.2% |
| 1Y | +43.8% | +24.7% | +19.2% | +28.6% |
| 3Y | +176.6% | +150.7% | +25.9% | +70.8% |
| All | +121.0% | +127.8% | -6.7% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling