-70.4%
QID vs BURL
+86.7%
-157.1%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -3.1% |
| 7D | +9.4% | +4.1% | +5.3% | +11.1% |
| 30D | +31.2% | -9.5% | +40.7% | +27.0% |
| 3M | +17.4% | -33.5% | +50.9% | +2.1% |
| 6M | +8.4% | -22.1% | +30.5% | +0.8% |
| YTD | -15.8% | -14.6% | -1.2% | -17.9% |
| 1Y | -16.3% | -8.4% | -8.0% | -15.7% |
| 3Y | -70.4% | +86.6% | -157.0% | -66.3% |
| All | -70.4% | +86.7% | -157.1% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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