+9,127.5%
QLD vs EXPE
+1,422.2%
+7,705.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.2% |
| 7D | +0.6% | -9.5% | +10.1% | +5.6% |
| 30D | -0.1% | -6.6% | +6.5% | +2.7% |
| 3M | -8.4% | +31.4% | -39.7% | -21.9% |
| 6M | +32.2% | +35.2% | -3.0% | +9.1% |
| YTD | +28.9% | +5.8% | +23.1% | +18.4% |
| 1Y | +43.8% | +38.7% | +5.2% | +12.6% |
| 3Y | +176.6% | +175.8% | +0.8% | +43.2% |
| 5Y | +121.6% | +111.8% | +9.7% | +26.8% |
| 10Y | +1,652.9% | +179.7% | +1,473.2% | +638.8% |
| All | +9,127.5% | +1,422.2% | +7,705.3% | +1,016.3% |
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