+12.7%
QLD vs EXPE
-2.3%
+15.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.3% | +4.3% |
| 7D | -1.2% | -17.8% | +16.6% | +1.6% |
| 30D | -15.7% | -3.2% | -12.5% | -14.8% |
| 3M | -10.0% | -19.0% | +8.9% | -7.2% |
| 6M | -11.2% | +17.7% | -28.9% | -14.9% |
| YTD | +16.4% | -7.8% | +24.1% | +17.3% |
| 1Y | +12.7% | -1.4% | +14.0% | +10.9% |
| All | +12.7% | -2.3% | +15.0% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling