+121.0%
QLD vs BB
-30.6%
+151.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.6% | -5.6% | +6.2% | +2.8% |
| 30D | -0.1% | -11.8% | +11.7% | +4.5% |
| 3M | -8.4% | -25.5% | +17.2% | +0.7% |
| 6M | +32.2% | +121.3% | -89.1% | -9.4% |
| YTD | +28.9% | +103.2% | -74.3% | -8.6% |
| 1Y | +43.8% | +102.6% | -58.8% | +0.5% |
| 3Y | +176.6% | +37.5% | +139.1% | +110.4% |
| All | +121.0% | -30.6% | +151.6% | +113.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling