+12.1%
QLD vs EW
+24.1%
-12.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +12.5% | +4.9% | +7.6% | +10.9% |
| 30D | -15.7% | +24.1% | -39.8% | -21.0% |
| 3M | -11.9% | +13.7% | -25.6% | -15.0% |
| 6M | -10.3% | +32.7% | -43.0% | -19.6% |
| YTD | +15.6% | +24.1% | -8.5% | +7.5% |
| 1Y | +12.1% | +23.6% | -11.5% | +4.4% |
| All | +12.1% | +24.1% | -12.0% | +4.4% |
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