+1,542.6%
QLD vs BBY
+285.7%
+1,256.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | +0.3% |
| 7D | +12.5% | +4.0% | +8.5% | +10.2% |
| 30D | -15.7% | +17.6% | -33.3% | -23.3% |
| 3M | -11.9% | +25.9% | -37.8% | -23.6% |
| 6M | -10.3% | +85.1% | -95.4% | -38.7% |
| YTD | +15.6% | +60.6% | -45.0% | -15.9% |
| 1Y | +12.1% | +40.2% | -28.0% | -11.8% |
| 3Y | +150.7% | +86.6% | +64.0% | +53.4% |
| 5Y | +86.6% | -3.7% | +90.3% | +67.1% |
| All | +1,542.6% | +285.7% | +1,256.9% | +750.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling