+14.7%
QLD vs EXE
-18.4%
+33.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +1.5% |
| 7D | -9.4% | -4.7% | -4.7% | -9.9% |
| 30D | -17.1% | +1.0% | -18.1% | -16.9% |
| 3M | -10.4% | -5.6% | -4.8% | -11.0% |
| 6M | +0.7% | -12.3% | +13.0% | -0.3% |
| YTD | +17.7% | -19.5% | +37.2% | +17.4% |
| 1Y | +14.7% | -18.9% | +33.5% | +13.4% |
| All | +14.7% | -18.4% | +33.1% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling