+1,351.8%
QLD vs BEN
+62.2%
+1,289.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.2% | -0.8% |
| 7D | -10.3% | +6.6% | -16.9% | -14.1% |
| 30D | -26.1% | +3.8% | -29.9% | -27.9% |
| 3M | -17.8% | +0.2% | -18.0% | -17.8% |
| 6M | -15.6% | +10.4% | -26.0% | -21.4% |
| YTD | +5.4% | +46.2% | -40.8% | -20.2% |
| 1Y | +5.2% | +52.3% | -47.0% | -22.7% |
| 3Y | +139.4% | +65.9% | +73.5% | +57.9% |
| 5Y | +66.7% | +20.6% | +46.1% | +39.9% |
| All | +1,351.8% | +62.2% | +1,289.6% | +871.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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