+1,315.8%
QLD vs EXPD
+313.3%
+1,002.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.5% | -8.3% | -8.8% |
| 7D | -18.6% | -4.8% | -13.8% | -14.8% |
| 30D | -28.3% | -1.5% | -26.8% | -27.2% |
| 3M | -20.4% | +4.1% | -24.5% | -23.4% |
| 6M | -14.3% | +24.0% | -38.3% | -29.9% |
| YTD | +2.8% | +27.4% | -24.6% | -20.9% |
| 1Y | -1.2% | +38.4% | -39.6% | -29.9% |
| 3Y | +135.3% | +73.2% | +62.1% | +25.6% |
| 5Y | +62.6% | +59.9% | +2.7% | -5.3% |
| All | +1,315.8% | +313.3% | +1,002.4% | +296.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling