+67.2%
QLD vs BB
-20.8%
+88.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.9% | +0.8% |
| 7D | -10.3% | +3.8% | -14.1% | -11.5% |
| 30D | -26.1% | -0.3% | -25.7% | -26.2% |
| 3M | -17.8% | -0.5% | -17.3% | -18.7% |
| 6M | -15.6% | +45.9% | -61.5% | -31.0% |
| YTD | +5.4% | +130.6% | -125.2% | -30.2% |
| 1Y | +5.2% | +89.2% | -83.9% | -24.7% |
| 3Y | +139.4% | +137.5% | +1.9% | +37.8% |
| All | +67.2% | -20.8% | +88.0% | +85.1% |
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