+1,631.1%
QLD vs EW
+133.1%
+1,498.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.6% | -0.3% | +0.9% | +0.8% |
| 30D | -0.1% | +1.0% | -1.2% | -1.0% |
| 3M | -8.4% | +2.8% | -11.2% | -10.7% |
| 6M | +32.2% | +5.5% | +26.7% | +25.9% |
| YTD | +28.9% | +5.5% | +23.4% | +22.4% |
| 1Y | +43.8% | +11.0% | +32.8% | +31.1% |
| 3Y | +176.6% | +17.7% | +158.9% | +117.9% |
| 5Y | +121.6% | -25.7% | +147.3% | +150.8% |
| All | +1,631.1% | +133.1% | +1,498.0% | +893.5% |
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