-76.9%
QID vs BURL
-12.4%
-64.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.2% | -11.1% | -5.0% |
| 7D | -0.8% | +7.7% | -8.5% | +2.8% |
| 30D | +20.1% | -7.1% | +27.2% | +16.8% |
| 3M | +11.8% | -30.3% | +42.1% | -3.5% |
| 6M | +5.5% | -15.5% | +21.1% | +0.1% |
| YTD | -21.5% | -11.0% | -10.6% | -22.9% |
| 1Y | -22.6% | -8.4% | -14.2% | -22.6% |
| 3Y | -72.3% | +96.7% | -169.0% | -56.3% |
| 5Y | -76.9% | -14.1% | -62.8% | -70.4% |
| All | -76.9% | -12.4% | -64.5% | -70.4% |
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