+1,542.6%
QLD vs EW
+249.9%
+1,292.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +12.5% | +4.9% | +7.6% | +9.0% |
| 30D | -15.7% | +24.1% | -39.8% | -27.5% |
| 3M | -11.9% | +13.7% | -25.6% | -20.0% |
| 6M | -10.3% | +32.7% | -43.0% | -27.4% |
| YTD | +15.6% | +24.1% | -8.5% | -2.7% |
| 1Y | +12.1% | +23.6% | -11.5% | -5.5% |
| 3Y | +150.7% | +64.8% | +85.9% | +50.7% |
| 5Y | +86.6% | -8.8% | +95.4% | +82.4% |
| All | +1,542.6% | +249.9% | +1,292.7% | +632.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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