+157.5%
QLD vs EXE
+163.8%
-6.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.9% | +4.4% |
| 7D | -1.2% | +1.5% | -2.7% | -1.5% |
| 30D | -15.7% | -0.2% | -15.5% | -15.7% |
| 3M | -10.0% | -9.2% | -0.8% | -7.7% |
| 6M | -11.2% | -7.2% | -4.0% | -9.9% |
| YTD | +16.4% | -18.3% | +34.6% | +21.7% |
| 1Y | +12.7% | -23.6% | +36.3% | +20.4% |
| 3Y | +152.3% | +21.9% | +130.4% | +129.3% |
| 5Y | +91.8% | +73.7% | +18.1% | +64.9% |
| All | +157.5% | +163.8% | -6.2% | +108.7% |
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