+14.1%
QLD vs BB
+99.6%
-85.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | 0.0% | -1.8% |
| 7D | +7.0% | +1.8% | +5.2% | +6.5% |
| 30D | -14.3% | +8.1% | -22.5% | -15.8% |
| 3M | -16.0% | -1.0% | -15.0% | -16.3% |
| 6M | -14.2% | +45.9% | -60.1% | -20.4% |
| YTD | +12.8% | +134.8% | -122.1% | -10.3% |
| 1Y | +14.1% | +104.6% | -90.5% | -9.0% |
| All | +14.1% | +99.6% | -85.5% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling