+737.9%
BE vs QLD
+596.8%
+141.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +4.6% | +8.3% | +9.2% |
| 7D | +4.5% | -1.2% | +5.7% | +6.8% |
| 30D | -20.1% | -15.7% | -4.4% | -6.6% |
| 3M | -0.8% | -10.0% | +9.2% | +10.8% |
| 6M | -26.2% | -11.2% | -15.0% | -14.2% |
| YTD | +141.1% | +16.4% | +124.7% | +132.0% |
| 1Y | +64.8% | +12.7% | +52.2% | +65.6% |
| 3Y | +1,887.4% | +152.3% | +1,735.1% | +977.4% |
| 5Y | +518.1% | +91.8% | +426.3% | +286.8% |
| All | +737.9% | +596.8% | +141.0% | +125.7% |
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