+1,542.6%
QLD vs EXPE
+126.2%
+1,416.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | +12.5% | -4.2% | +16.7% | +14.5% |
| 30D | -15.7% | -4.5% | -11.2% | -14.8% |
| 3M | -11.9% | -19.7% | +7.8% | -5.0% |
| 6M | -10.3% | +18.3% | -28.6% | -20.0% |
| YTD | +15.6% | -7.3% | +22.9% | +12.0% |
| 1Y | +12.1% | -3.9% | +16.0% | +6.5% |
| 3Y | +150.7% | +123.0% | +27.6% | +49.7% |
| 5Y | +86.6% | +47.9% | +38.7% | +29.7% |
| All | +1,542.6% | +126.2% | +1,416.4% | +635.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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