+67.2%
QLD vs EXPE
+43.3%
+23.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.9% | +7.4% | +4.7% |
| 7D | -10.3% | -9.3% | -0.9% | -6.5% |
| 30D | -26.1% | +0.1% | -26.2% | -27.0% |
| 3M | -17.8% | -15.3% | -2.4% | -13.2% |
| 6M | -15.6% | +5.5% | -21.0% | -21.6% |
| YTD | +5.4% | -8.0% | +13.3% | +2.2% |
| 1Y | +5.2% | +18.9% | -13.6% | -12.7% |
| 3Y | +139.4% | +135.5% | +3.9% | +24.4% |
| All | +67.2% | +43.3% | +23.8% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling