+84.3%
QLD vs EXEL
+283.4%
-199.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.7% |
| 7D | -3.8% | -2.4% | -1.4% | -2.8% |
| 30D | -20.5% | +17.9% | -38.5% | -24.7% |
| 3M | -14.6% | +33.3% | -47.9% | -22.6% |
| 6M | -14.7% | +46.6% | -61.2% | -25.6% |
| YTD | +11.2% | +61.0% | -49.8% | -6.9% |
| 1Y | +7.1% | +70.4% | -63.3% | -12.3% |
| 3Y | +141.1% | +236.1% | -95.0% | +34.0% |
| 5Y | +84.3% | +284.8% | -200.6% | -7.7% |
| All | +84.3% | +283.4% | -199.1% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling