+1,450.1%
QLD vs EXC
+183.9%
+1,266.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | -3.8% | +0.1% | -3.9% | -3.9% |
| 30D | -20.5% | +9.0% | -29.6% | -25.2% |
| 3M | -14.6% | +3.3% | -17.9% | -17.0% |
| 6M | -14.7% | +5.7% | -20.3% | -19.4% |
| YTD | +11.2% | +7.3% | +3.8% | +2.4% |
| 1Y | +7.1% | +2.9% | +4.2% | +1.3% |
| 3Y | +141.1% | +29.3% | +111.8% | +81.0% |
| 5Y | +84.3% | +40.1% | +44.2% | +28.2% |
| 10Y | +1,450.1% | +197.7% | +1,252.4% | +608.0% |
| All | +1,450.1% | +183.9% | +1,266.1% | +608.0% |
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