+5.2%
QLD vs EW
+23.2%
-18.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.2% |
| 7D | -10.3% | +11.0% | -21.3% | -13.1% |
| 30D | -26.1% | +19.1% | -45.1% | -29.9% |
| 3M | -17.8% | +14.4% | -32.1% | -21.1% |
| 6M | -15.6% | +22.8% | -38.3% | -21.9% |
| YTD | +5.4% | +19.8% | -14.4% | -1.0% |
| 1Y | +5.2% | +23.9% | -18.7% | -3.0% |
| All | +5.2% | +23.2% | -18.0% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling