+149.1%
QLD vs EXE
+155.8%
-6.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.6% | +5.2% | +6.3% |
| 7D | -1.4% | -3.9% | +2.5% | -0.2% |
| 30D | -19.6% | -2.6% | -17.0% | -19.0% |
| 3M | -14.1% | -6.9% | -7.3% | -12.7% |
| 6M | -13.6% | -9.3% | -4.3% | -11.8% |
| YTD | +12.5% | -20.7% | +33.3% | +18.8% |
| 1Y | +13.1% | -21.8% | +35.0% | +19.8% |
| 3Y | +154.7% | +16.2% | +138.5% | +134.8% |
| 5Y | +81.1% | +61.1% | +20.0% | +57.9% |
| All | +149.1% | +155.8% | -6.7% | +103.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling