+593.0%
BE vs QLD
+531.1%
+61.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -10.5% | -3.0% | -5.2% |
| 7D | -14.7% | -10.3% | -4.5% | -6.7% |
| 30D | -40.5% | -26.1% | -14.5% | -23.3% |
| 3M | -24.3% | -17.8% | -6.6% | -10.0% |
| 6M | -39.3% | -15.6% | -23.8% | -27.0% |
| YTD | +99.4% | +5.4% | +94.0% | +106.1% |
| 1Y | +26.6% | +5.2% | +21.4% | +33.6% |
| 3Y | +1,616.9% | +139.4% | +1,477.5% | +861.9% |
| 5Y | +441.4% | +66.7% | +374.7% | +275.0% |
| All | +593.0% | +531.1% | +61.9% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling