+81.1%
QLD vs EXPE
+40.1%
+41.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.8% | +6.8% |
| 7D | -1.4% | -13.3% | +11.9% | +4.9% |
| 30D | -19.6% | -5.5% | -14.1% | -18.4% |
| 3M | -14.1% | -16.5% | +2.3% | -8.8% |
| 6M | -13.6% | +13.1% | -26.7% | -22.1% |
| YTD | +12.5% | -8.0% | +20.5% | +9.2% |
| 1Y | +13.1% | +1.1% | +12.1% | +3.9% |
| 3Y | +154.7% | +131.2% | +23.6% | +34.0% |
| 5Y | +81.1% | +39.8% | +41.3% | +22.7% |
| All | +81.1% | +40.1% | +41.0% | +22.7% |
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