+133.5%
QLD vs EW
+50.0%
+83.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.5% | -14.2% | -13.2% |
| 7D | -18.6% | +6.8% | -25.3% | -20.3% |
| 30D | -28.3% | +16.6% | -44.9% | -31.9% |
| 3M | -20.4% | +13.3% | -33.7% | -23.8% |
| 6M | -14.3% | +21.6% | -35.9% | -20.3% |
| YTD | +2.8% | +18.3% | -15.5% | -3.7% |
| 1Y | -1.2% | +21.7% | -22.9% | -8.3% |
| All | +133.5% | +50.0% | +83.5% | +100.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling