+67.2%
QLD vs EW
-14.5%
+81.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +1.8% |
| 7D | -10.3% | +11.0% | -21.3% | -15.5% |
| 30D | -26.1% | +19.1% | -45.1% | -33.2% |
| 3M | -17.8% | +14.4% | -32.1% | -24.3% |
| 6M | -15.6% | +22.8% | -38.3% | -26.0% |
| YTD | +5.4% | +19.8% | -14.4% | -6.6% |
| 1Y | +5.2% | +23.9% | -18.7% | -8.6% |
| 3Y | +139.4% | +52.2% | +87.2% | +59.9% |
| All | +67.2% | -14.5% | +81.6% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling