+133.2%
QLD vs EXE
+151.8%
-18.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.8% |
| 7D | -10.3% | -6.6% | -3.7% | -8.4% |
| 30D | -26.1% | -4.0% | -22.1% | -25.2% |
| 3M | -17.8% | -7.5% | -10.3% | -16.2% |
| 6M | -15.6% | -11.7% | -3.9% | -13.1% |
| YTD | +5.4% | -22.0% | +27.4% | +11.7% |
| 1Y | +5.2% | -21.8% | +27.0% | +11.2% |
| 3Y | +139.4% | +8.0% | +131.4% | +125.5% |
| 5Y | +66.7% | +62.3% | +4.4% | +45.7% |
| All | +133.2% | +151.8% | -18.5% | +91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling