+1,886.1%
BE vs QLD
+168.6%
+1,717.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.9% | -8.2% | -8.1% |
| 7D | -12.1% | -9.4% | -2.7% | -3.5% |
| 30D | -30.1% | -17.1% | -13.0% | -15.8% |
| 3M | -12.1% | -10.4% | -1.7% | -1.2% |
| 6M | -30.6% | +0.7% | -31.3% | -27.2% |
| YTD | +130.6% | +17.7% | +112.9% | +116.2% |
| 1Y | +55.3% | +14.7% | +40.6% | +51.1% |
| All | +1,886.1% | +168.6% | +1,717.6% | +1,072.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling