-74.1%
QID vs BURL
-15.9%
-58.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -2.9% | +15.7% | +11.4% |
| 7D | +20.2% | +3.5% | +16.8% | +22.4% |
| 30D | +35.3% | -9.3% | +44.6% | +30.1% |
| 3M | +21.3% | -32.1% | +53.4% | +3.4% |
| 6M | +6.7% | -19.8% | +26.5% | -1.2% |
| YTD | -13.6% | -13.2% | -0.4% | -16.1% |
| 1Y | -11.0% | -7.8% | -3.1% | -10.7% |
| 3Y | -69.8% | +89.3% | -159.2% | -53.3% |
| 5Y | -74.1% | -15.8% | -58.3% | -66.9% |
| All | -74.1% | -15.9% | -58.3% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling