+121.0%
QLD vs EXC
+47.1%
+74.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | -0.1% | -3.7% | +3.6% | +0.8% |
| 3M | -8.4% | -1.3% | -7.1% | -8.7% |
| 6M | +32.2% | -9.7% | +41.9% | +35.3% |
| YTD | +28.9% | +2.9% | +26.0% | +25.6% |
| 1Y | +43.8% | +4.4% | +39.4% | +38.8% |
| 3Y | +176.6% | +22.2% | +154.4% | +139.6% |
| All | +121.0% | +47.1% | +74.0% | +67.5% |
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 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