+14.1%
QLD vs EXEL
+60.1%
-46.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | +7.0% | -0.8% | +7.8% | +7.3% |
| 30D | -14.3% | +13.1% | -27.4% | -15.9% |
| 3M | -16.0% | +36.3% | -52.3% | -21.0% |
| 6M | -14.2% | +34.5% | -48.8% | -19.6% |
| YTD | +12.8% | +57.4% | -44.7% | -1.0% |
| 1Y | +14.1% | +62.9% | -48.9% | -0.5% |
| All | +14.1% | +60.1% | -46.1% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling