+1,351.8%
QLD vs EXPE
+115.0%
+1,236.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.9% | +7.4% | +4.7% |
| 7D | -10.3% | -9.3% | -0.9% | -6.7% |
| 30D | -26.1% | +0.1% | -26.2% | -27.0% |
| 3M | -17.8% | -15.3% | -2.4% | -13.4% |
| 6M | -15.6% | +5.5% | -21.0% | -21.1% |
| YTD | +5.4% | -8.0% | +13.3% | +2.4% |
| 1Y | +5.2% | +18.9% | -13.6% | -10.8% |
| 3Y | +139.4% | +135.5% | +3.9% | +39.1% |
| 5Y | +66.7% | +44.3% | +22.4% | +17.0% |
| All | +1,351.8% | +115.0% | +1,236.8% | +580.7% |
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