+139.4%
QLD vs EXPE
+131.0%
+8.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.9% | +7.4% | +4.0% |
| 7D | -10.3% | -9.3% | -0.9% | -7.5% |
| 30D | -26.1% | +0.1% | -26.2% | -26.5% |
| 3M | -17.8% | -15.3% | -2.4% | -14.4% |
| 6M | -15.6% | +5.5% | -21.0% | -19.8% |
| YTD | +5.4% | -8.0% | +13.3% | +4.0% |
| 1Y | +5.2% | +18.9% | -13.6% | -8.1% |
| 3Y | +139.4% | +135.5% | +3.9% | +50.9% |
| All | +139.4% | +131.0% | +8.5% | +50.9% |
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 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