+9,056.2%
QLD vs EXEL
+505.1%
+8,551.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -1.0% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | -1.8% | +10.1% | -11.9% | -4.8% |
| 3M | -0.1% | +10.1% | -10.2% | -3.4% |
| 6M | +32.6% | +37.7% | -5.1% | +19.3% |
| YTD | +27.9% | +33.1% | -5.2% | +16.0% |
| 1Y | +40.3% | +52.4% | -12.1% | +21.1% |
| 3Y | +182.5% | +163.8% | +18.7% | +97.7% |
| 5Y | +122.5% | +198.5% | -76.0% | +49.5% |
| 10Y | +1,728.6% | +386.9% | +1,341.7% | +850.7% |
| All | +9,056.2% | +505.1% | +8,551.2% | +2,142.4% |
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 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