+82.1%
QLD vs BB
-17.6%
+99.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | 0.0% | -1.5% |
| 7D | +7.0% | +1.8% | +5.2% | +6.3% |
| 30D | -14.3% | +8.1% | -22.5% | -17.0% |
| 3M | -16.0% | -1.0% | -15.0% | -16.7% |
| 6M | -14.2% | +45.9% | -60.1% | -29.8% |
| YTD | +12.8% | +134.8% | -122.1% | -25.7% |
| 1Y | +14.1% | +104.6% | -90.5% | -21.0% |
| 3Y | +146.0% | +152.8% | -6.9% | +37.3% |
| All | +82.1% | -17.6% | +99.7% | +97.4% |
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