+9,127.5%
QLD vs EW
+2,303.7%
+6,823.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.6% | -0.3% | +0.9% | +0.8% |
| 30D | -0.1% | +1.0% | -1.2% | -1.0% |
| 3M | -8.4% | +2.8% | -11.2% | -10.6% |
| 6M | +32.2% | +5.5% | +26.7% | +26.3% |
| YTD | +28.9% | +5.5% | +23.4% | +22.7% |
| 1Y | +43.8% | +11.0% | +32.8% | +31.8% |
| 3Y | +176.6% | +17.7% | +158.9% | +123.8% |
| 5Y | +121.6% | -25.7% | +147.3% | +146.5% |
| 10Y | +1,652.9% | +132.8% | +1,520.1% | +848.4% |
| All | +9,127.5% | +2,303.7% | +6,823.7% | +504.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling