+176.1%
QLD vs EXPE
+176.2%
-0.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.9% |
| 7D | +0.6% | -9.5% | +10.1% | +3.8% |
| 30D | -0.1% | -6.6% | +6.5% | +1.7% |
| 3M | -8.4% | +31.4% | -39.7% | -17.9% |
| 6M | +32.2% | +35.2% | -3.0% | +15.6% |
| YTD | +28.9% | +5.8% | +23.1% | +22.8% |
| 1Y | +43.8% | +38.7% | +5.2% | +20.6% |
| All | +176.1% | +176.2% | -0.1% | +78.5% |
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