-99.7%
QID vs BURL
+1,051.1%
-1,150.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | +0.7% |
| 7D | -0.6% | -2.8% | +2.2% | -1.8% |
| 30D | 0.0% | -28.2% | +28.2% | -12.9% |
| 3M | +3.7% | -17.6% | +21.3% | -3.8% |
| 6M | -29.9% | -11.8% | -18.1% | -32.2% |
| YTD | -28.8% | -8.1% | -20.6% | -29.7% |
| 1Y | -37.2% | -12.0% | -25.2% | -38.5% |
| 3Y | -73.7% | +63.3% | -137.0% | -62.9% |
| 5Y | -80.7% | -10.8% | -69.9% | -75.0% |
| 10Y | -99.1% | +215.9% | -315.0% | -97.8% |
| All | -99.7% | +1,051.1% | -1,150.8% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling