+121.0%
QLD vs TE
-47.8%
+168.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | +0.6% | -4.0% | +4.5% | +1.2% |
| 30D | -0.1% | -15.9% | +15.8% | +2.3% |
| 3M | -8.4% | -60.5% | +52.2% | +4.5% |
| 6M | +32.2% | -35.2% | +67.4% | +35.3% |
| YTD | +28.9% | -31.1% | +60.0% | +28.2% |
| 1Y | +43.8% | +148.6% | -104.8% | +8.6% |
| 3Y | +176.6% | -26.4% | +203.0% | +143.5% |
| All | +121.0% | -47.8% | +168.9% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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