+1,351.8%
QLD vs EXEL
+461.0%
+890.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.3% | +2.1% |
| 7D | -10.3% | +0.3% | -10.5% | -10.2% |
| 30D | -26.1% | +19.0% | -45.1% | -30.3% |
| 3M | -17.8% | +33.3% | -51.0% | -25.6% |
| 6M | -15.6% | +42.9% | -58.4% | -25.9% |
| YTD | +5.4% | +58.7% | -53.4% | -11.3% |
| 1Y | +5.2% | +70.5% | -65.3% | -13.7% |
| 3Y | +139.4% | +233.8% | -94.4% | +45.7% |
| 5Y | +66.7% | +259.3% | -192.6% | -2.2% |
| All | +1,351.8% | +461.0% | +890.8% | +691.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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