+185.3%
QLD vs BBY
+42.8%
+142.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.8% | -0.8% |
| 7D | +0.6% | +9.5% | -8.9% | -2.8% |
| 30D | -0.1% | +6.8% | -7.0% | -2.9% |
| 3M | -8.4% | +28.9% | -37.2% | -17.3% |
| 6M | +32.2% | +37.8% | -5.6% | +14.9% |
| YTD | +28.9% | +38.7% | -9.8% | +10.9% |
| 1Y | +43.8% | +23.7% | +20.1% | +30.0% |
| All | +185.3% | +42.8% | +142.5% | +134.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling