+121.0%
QLD vs EXEL
+199.5%
-78.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.5% |
| YTD | +28.9% | +34.6% | -5.7% | +15.1% |
| 1Y | +43.8% | +57.9% | -14.0% | +20.4% |
| 3Y | +176.6% | +159.5% | +17.1% | +75.5% |
| All | +121.0% | +199.5% | -78.5% | +15.8% |
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