+62.6%
QLD vs EXC
+43.9%
+18.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.6% | -13.4% | -12.9% |
| 7D | -18.6% | +1.4% | -19.9% | -18.8% |
| 30D | -28.3% | +11.6% | -39.9% | -30.2% |
| 3M | -20.4% | +2.7% | -23.0% | -20.9% |
| 6M | -14.3% | +2.7% | -17.0% | -15.4% |
| YTD | +2.8% | +9.7% | -6.9% | -1.4% |
| 1Y | -1.2% | +4.5% | -5.7% | -3.6% |
| 3Y | +135.3% | +28.5% | +106.8% | +103.7% |
| 5Y | +62.6% | +43.9% | +18.6% | +26.0% |
| All | +62.6% | +43.9% | +18.7% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling