+7,256.1%
QLD vs BB
-59.7%
+7,315.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.5% | -8.3% | -11.3% |
| 7D | -18.6% | -8.9% | -9.6% | -15.9% |
| 30D | -28.3% | -12.6% | -15.7% | -25.3% |
| 3M | -20.4% | -4.1% | -16.3% | -20.1% |
| 6M | -14.3% | +49.5% | -63.7% | -27.5% |
| YTD | +2.8% | +120.8% | -118.1% | -24.5% |
| 1Y | -1.2% | +76.2% | -77.4% | -22.2% |
| 3Y | +135.3% | +123.8% | +11.5% | +58.0% |
| 5Y | +62.6% | -24.3% | +86.8% | +51.8% |
| 10Y | +1,384.3% | +20.1% | +1,364.2% | +752.6% |
| All | +7,256.1% | -59.7% | +7,315.9% | +5,350.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling