+7,256.1%
QLD vs EW
+2,595.7%
+4,660.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.5% | -14.2% | -13.7% |
| 7D | -18.6% | +6.8% | -25.3% | -22.0% |
| 30D | -28.3% | +16.6% | -44.9% | -35.2% |
| 3M | -20.4% | +13.3% | -33.7% | -27.2% |
| 6M | -14.3% | +21.6% | -35.9% | -25.8% |
| YTD | +2.8% | +18.3% | -15.5% | -9.7% |
| 1Y | -1.2% | +21.7% | -22.9% | -14.9% |
| 3Y | +135.3% | +50.3% | +85.0% | +60.8% |
| 5Y | +62.6% | -15.0% | +77.6% | +64.7% |
| 10Y | +1,384.3% | +237.5% | +1,146.8% | +545.4% |
| All | +7,256.1% | +2,595.7% | +4,660.4% | +344.4% |
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 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