+8,329.0%
QLD vs EXPD
+397.6%
+7,931.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +4.7% |
| 7D | -9.4% | +0.3% | -9.7% | -9.8% |
| 30D | -17.1% | +1.8% | -18.9% | -18.6% |
| 3M | -10.4% | +8.9% | -19.3% | -17.4% |
| 6M | +0.7% | +42.2% | -41.5% | -27.2% |
| YTD | +17.7% | +33.4% | -15.6% | -12.6% |
| 1Y | +14.7% | +47.2% | -32.5% | -22.2% |
| 3Y | +169.6% | +81.3% | +88.4% | +44.8% |
| 5Y | +86.7% | +60.2% | +26.4% | +13.9% |
| 10Y | +1,600.8% | +339.5% | +1,261.2% | +338.3% |
| All | +8,329.0% | +397.6% | +7,931.4% | +1,628.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling