+67.2%
QLD vs EXPD
+55.6%
+11.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +4.2% |
| 7D | -10.3% | -7.2% | -3.1% | -5.1% |
| 30D | -26.1% | -3.3% | -22.8% | -24.2% |
| 3M | -17.8% | +3.4% | -21.1% | -20.0% |
| 6M | -15.6% | +22.7% | -38.3% | -28.2% |
| YTD | +5.4% | +24.5% | -19.2% | -14.2% |
| 1Y | +5.2% | +38.6% | -33.4% | -22.1% |
| 3Y | +139.4% | +71.5% | +67.9% | +35.7% |
| All | +67.2% | +55.6% | +11.6% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling