+121.0%
QLD vs EXPD
+61.6%
+59.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.3% |
| 7D | +0.6% | -1.1% | +1.7% | +1.4% |
| 30D | -0.1% | +4.1% | -4.2% | -3.1% |
| 3M | -8.4% | +17.9% | -26.3% | -19.3% |
| 6M | +32.2% | +29.2% | +3.0% | +7.6% |
| YTD | +28.9% | +27.4% | +1.5% | +3.9% |
| 1Y | +43.8% | +56.8% | -13.0% | -4.9% |
| 3Y | +176.6% | +68.0% | +108.6% | +64.4% |
| All | +121.0% | +61.6% | +59.5% | +26.2% |
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