+67.2%
QLD vs EXE
+61.0%
+6.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.8% |
| 7D | -10.3% | -6.6% | -3.7% | -8.2% |
| 30D | -26.1% | -4.0% | -22.1% | -25.2% |
| 3M | -17.8% | -7.5% | -10.3% | -16.0% |
| 6M | -15.6% | -11.7% | -3.9% | -12.9% |
| YTD | +5.4% | -22.0% | +27.4% | +12.4% |
| 1Y | +5.2% | -21.8% | +27.0% | +11.9% |
| 3Y | +139.4% | +8.0% | +131.4% | +122.4% |
| All | +67.2% | +61.0% | +6.2% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling