+139.4%
QLD vs EXEL
+231.1%
-91.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.3% | +2.3% |
| 7D | -10.3% | +0.3% | -10.5% | -10.1% |
| 30D | -26.1% | +19.0% | -45.1% | -28.1% |
| 3M | -17.8% | +33.3% | -51.0% | -21.6% |
| 6M | -15.6% | +42.9% | -58.4% | -20.8% |
| YTD | +5.4% | +58.7% | -53.4% | -3.3% |
| 1Y | +5.2% | +70.5% | -65.3% | -4.5% |
| 3Y | +139.4% | +233.8% | -94.4% | +118.4% |
| All | +139.4% | +231.1% | -91.7% | +118.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling