+149.6%
QLD vs EXE
+165.2%
-15.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.7% |
| 7D | +7.0% | +5.3% | +1.7% | +5.4% |
| 30D | -14.3% | -2.2% | -12.1% | -13.8% |
| 3M | -16.0% | -5.9% | -10.1% | -14.7% |
| 6M | -14.2% | -5.7% | -8.5% | -13.4% |
| YTD | +12.8% | -17.8% | +30.6% | +17.8% |
| 1Y | +14.1% | -23.1% | +37.2% | +21.7% |
| 3Y | +146.0% | +21.2% | +124.8% | +124.0% |
| 5Y | +82.0% | +78.8% | +3.2% | +55.9% |
| All | +149.6% | +165.2% | -15.6% | +101.9% |
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