+133.5%
QLD vs BB
+122.6%
+10.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.5% | -8.3% | -11.4% |
| 7D | -18.6% | -8.9% | -9.6% | -16.2% |
| 30D | -28.3% | -12.6% | -15.7% | -25.6% |
| 3M | -20.4% | -4.1% | -16.3% | -20.0% |
| 6M | -14.3% | +49.5% | -63.7% | -25.3% |
| YTD | +2.8% | +120.8% | -118.1% | -21.0% |
| 1Y | -1.2% | +76.2% | -77.4% | -19.3% |
| All | +133.5% | +122.6% | +10.9% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling