+1,502.1%
QLD vs BDX
+95.1%
+1,407.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.5% | -3.1% |
| 7D | +7.0% | +2.9% | +4.1% | +5.2% |
| 30D | -14.3% | +15.4% | -29.7% | -22.0% |
| 3M | -16.0% | +20.5% | -36.5% | -26.0% |
| 6M | -14.2% | +53.2% | -67.4% | -36.5% |
| YTD | +12.8% | +45.7% | -32.9% | -14.8% |
| 1Y | +14.1% | +47.3% | -33.2% | -14.7% |
| 3Y | +146.0% | +25.1% | +120.9% | +97.2% |
| 5Y | +82.0% | +27.4% | +54.6% | +41.2% |
| All | +1,502.1% | +95.1% | +1,407.0% | +811.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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