+139.4%
QLD vs EXE
+3.8%
+135.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.8% |
| 7D | -10.3% | -6.6% | -3.7% | -8.7% |
| 30D | -26.1% | -4.0% | -22.1% | -25.3% |
| 3M | -17.8% | -7.5% | -10.3% | -16.4% |
| 6M | -15.6% | -11.7% | -3.9% | -13.3% |
| YTD | +5.4% | -22.0% | +27.4% | +11.9% |
| 1Y | +5.2% | -21.8% | +27.0% | +11.3% |
| 3Y | +139.4% | +8.0% | +131.4% | +116.1% |
| All | +139.4% | +3.8% | +135.6% | +116.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling