+14.1%
QLD vs BEN
+65.1%
-51.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.8% |
| 7D | +7.0% | +6.8% | +0.2% | +2.1% |
| 30D | -14.3% | +18.0% | -32.3% | -23.1% |
| 3M | -16.0% | +7.5% | -23.5% | -20.0% |
| 6M | -14.2% | +14.7% | -28.9% | -21.5% |
| YTD | +12.8% | +56.1% | -43.3% | -16.6% |
| 1Y | +14.1% | +69.6% | -55.5% | -21.5% |
| All | +14.1% | +65.1% | -51.0% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling