+7,256.1%
QLD vs EXPE
+1,291.6%
+5,964.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -13.7% | +1.0% | -6.0% |
| 7D | -18.6% | -3.6% | -14.9% | -17.4% |
| 30D | -28.3% | +4.8% | -33.1% | -30.8% |
| 3M | -20.4% | -14.6% | -5.7% | -16.0% |
| 6M | -14.3% | +10.0% | -24.3% | -22.1% |
| YTD | +2.8% | -3.3% | +6.0% | -3.1% |
| 1Y | -1.2% | +28.4% | -29.6% | -20.8% |
| 3Y | +135.3% | +145.1% | -9.8% | +28.4% |
| 5Y | +62.6% | +51.6% | +10.9% | +9.6% |
| 10Y | +1,384.3% | +128.8% | +1,255.4% | +584.4% |
| All | +7,256.1% | +1,291.6% | +5,964.5% | +813.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling