+7,256.1%
QLD vs EXEL
+612.8%
+6,643.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -5.6% | -7.2% | -11.1% |
| 7D | -18.6% | +3.8% | -22.4% | -19.5% |
| 30D | -28.3% | +17.8% | -46.1% | -31.8% |
| 3M | -20.4% | +21.2% | -41.6% | -25.2% |
| 6M | -14.3% | +54.7% | -69.0% | -25.5% |
| YTD | +2.8% | +56.8% | -54.0% | -11.4% |
| 1Y | -1.2% | +70.2% | -71.4% | -17.1% |
| 3Y | +135.3% | +227.2% | -91.9% | +54.9% |
| 5Y | +62.6% | +254.9% | -192.3% | +4.1% |
| 10Y | +1,384.3% | +476.9% | +907.4% | +643.1% |
| All | +7,256.1% | +612.8% | +6,643.4% | +1,612.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling