+7.1%
QLD vs BEN
+72.3%
-65.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -2.0% |
| 7D | -3.8% | +12.1% | -15.9% | -10.9% |
| 30D | -20.5% | +13.4% | -34.0% | -26.9% |
| 3M | -14.6% | +9.4% | -24.0% | -19.7% |
| 6M | -14.7% | +19.3% | -33.9% | -23.8% |
| YTD | +11.2% | +57.3% | -46.1% | -19.1% |
| 1Y | +7.1% | +69.1% | -62.0% | -27.1% |
| All | +7.1% | +72.3% | -65.2% | -27.1% |
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