+701.6%
BE vs QLD
+605.2%
+96.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.9% | -8.2% | -7.9% |
| 7D | -12.1% | -9.4% | -2.7% | -4.9% |
| 30D | -30.1% | -17.1% | -13.0% | -18.1% |
| 3M | -12.1% | -10.4% | -1.7% | -2.8% |
| 6M | -30.6% | +0.7% | -31.3% | -27.8% |
| YTD | +130.6% | +17.7% | +112.9% | +117.3% |
| 1Y | +55.3% | +14.7% | +40.6% | +52.2% |
| 3Y | +1,755.6% | +169.6% | +1,585.9% | +841.6% |
| 5Y | +564.5% | +86.7% | +477.8% | +318.9% |
| All | +701.6% | +605.2% | +96.4% | +111.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling