+1,631.1%
QLD vs EXC
+153.9%
+1,477.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +1.0% |
| 7D | +0.6% | +0.3% | +0.3% | +0.4% |
| 30D | -0.1% | -3.7% | +3.6% | +2.2% |
| 3M | -8.4% | -1.3% | -7.1% | -8.8% |
| 6M | +32.2% | -9.7% | +41.9% | +38.5% |
| YTD | +28.9% | +2.9% | +26.0% | +22.7% |
| 1Y | +43.8% | +4.4% | +39.4% | +34.8% |
| 3Y | +176.6% | +22.2% | +154.4% | +117.0% |
| 5Y | +121.6% | +46.7% | +74.9% | +48.1% |
| All | +1,631.1% | +153.9% | +1,477.2% | +744.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling