+1,631.1%
QLD vs EXPE
+179.6%
+1,451.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.1% |
| 7D | +0.6% | -9.5% | +10.1% | +5.0% |
| 30D | -0.1% | -6.6% | +6.5% | +2.4% |
| 3M | -8.4% | +31.4% | -39.7% | -20.6% |
| 6M | +32.2% | +35.2% | -3.0% | +11.1% |
| YTD | +28.9% | +5.8% | +23.1% | +19.8% |
| 1Y | +43.8% | +38.7% | +5.2% | +15.3% |
| 3Y | +176.6% | +175.8% | +0.8% | +50.9% |
| 5Y | +121.6% | +111.8% | +9.7% | +32.7% |
| All | +1,631.1% | +179.6% | +1,451.5% | +640.2% |
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