+133.5%
QLD vs EXPE
+142.8%
-9.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -13.7% | +1.0% | -8.5% |
| 7D | -18.6% | -3.6% | -14.9% | -17.5% |
| 30D | -28.3% | +4.8% | -33.1% | -29.6% |
| 3M | -20.4% | -14.6% | -5.7% | -17.2% |
| 6M | -14.3% | +10.0% | -24.3% | -19.6% |
| YTD | +2.8% | -3.3% | +6.0% | -0.1% |
| 1Y | -1.2% | +28.4% | -29.6% | -16.1% |
| All | +133.5% | +142.8% | -9.3% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling