+1,502.1%
QLD vs EXEL
+320.7%
+1,181.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.0% |
| 7D | +7.0% | -0.8% | +7.8% | +7.4% |
| 30D | -14.3% | +13.1% | -27.4% | -17.8% |
| 3M | -16.0% | +36.3% | -52.3% | -24.7% |
| 6M | -14.2% | +34.5% | -48.8% | -23.3% |
| YTD | +12.8% | +57.4% | -44.7% | -5.2% |
| 1Y | +14.1% | +62.9% | -48.9% | -5.4% |
| 3Y | +146.0% | +229.5% | -83.6% | +48.2% |
| 5Y | +82.0% | +281.2% | -199.2% | +2.9% |
| All | +1,502.1% | +320.7% | +1,181.4% | +761.2% |
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