+67.2%
QLD vs EXC
+41.2%
+25.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +3.0% |
| 7D | -10.3% | -1.2% | -9.1% | -10.1% |
| 30D | -26.1% | +10.0% | -36.0% | -27.8% |
| 3M | -17.8% | +1.6% | -19.4% | -18.2% |
| 6M | -15.6% | +3.3% | -18.8% | -16.9% |
| YTD | +5.4% | +7.6% | -2.2% | +1.5% |
| 1Y | +5.2% | +3.5% | +1.8% | +2.7% |
| 3Y | +139.4% | +27.7% | +111.8% | +105.8% |
| All | +67.2% | +41.2% | +25.9% | +26.1% |
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