+1,739.7%
QLD vs BBY
+241.1%
+1,498.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.4% |
| 7D | +3.0% | +8.1% | -5.1% | -1.5% |
| 30D | -1.8% | +8.9% | -10.8% | -7.0% |
| 3M | -1.8% | +22.0% | -23.8% | -13.2% |
| 6M | +36.9% | +37.8% | -0.9% | +10.8% |
| YTD | +28.7% | +37.3% | -8.6% | +3.2% |
| 1Y | +41.9% | +21.6% | +20.3% | +21.4% |
| 3Y | +184.2% | +41.5% | +142.7% | +107.1% |
| 5Y | +122.1% | +1.2% | +120.9% | +94.1% |
| All | +1,739.7% | +241.1% | +1,498.6% | +922.3% |
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