+7,956.4%
QLD vs BDX
+558.1%
+7,398.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.6% | +5.2% | +5.4% |
| 7D | -1.4% | +8.4% | -9.8% | -8.4% |
| 30D | -19.6% | +17.1% | -36.7% | -30.5% |
| 3M | -14.1% | +22.4% | -36.6% | -29.1% |
| 6M | -13.6% | +45.9% | -59.5% | -40.7% |
| YTD | +12.5% | +43.8% | -31.3% | -22.9% |
| 1Y | +13.1% | +57.8% | -44.7% | -29.3% |
| 3Y | +154.7% | +25.4% | +129.3% | +83.1% |
| 5Y | +81.1% | +26.0% | +55.1% | +25.7% |
| 10Y | +1,418.0% | +88.0% | +1,330.0% | +518.3% |
| All | +7,956.4% | +558.1% | +7,398.3% | +709.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling