+1,448.4%
QLD vs EW
+236.3%
+1,212.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.7% |
| 7D | -3.8% | +9.3% | -13.1% | -9.6% |
| 30D | -20.5% | +22.1% | -42.6% | -31.0% |
| 3M | -14.6% | +13.0% | -27.7% | -22.2% |
| 6M | -14.7% | +30.1% | -44.7% | -30.1% |
| YTD | +11.2% | +22.0% | -10.8% | -5.4% |
| 1Y | +7.1% | +23.7% | -16.6% | -9.8% |
| 3Y | +141.1% | +62.0% | +79.1% | +46.7% |
| 5Y | +84.3% | -12.4% | +96.7% | +85.5% |
| All | +1,448.4% | +236.3% | +1,212.0% | +600.9% |
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