+1,631.1%
QLD vs EXEL
+400.1%
+1,231.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.6% | +8.4% | -7.8% | -2.1% |
| 30D | -0.1% | +4.1% | -4.2% | -1.7% |
| 3M | -8.4% | +12.4% | -20.8% | -12.3% |
| 6M | +32.2% | +41.5% | -9.3% | +16.7% |
| YTD | +28.9% | +34.6% | -5.7% | +15.4% |
| 1Y | +43.8% | +57.9% | -14.0% | +21.0% |
| 3Y | +176.6% | +159.5% | +17.1% | +86.2% |
| 5Y | +121.6% | +198.5% | -76.9% | +40.6% |
| All | +1,631.1% | +400.1% | +1,231.0% | +906.1% |
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