+139.4%
QLD vs BEN
+63.5%
+75.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.2% | -0.4% |
| 7D | -10.3% | +6.6% | -16.9% | -13.5% |
| 30D | -26.1% | +3.8% | -29.9% | -27.6% |
| 3M | -17.8% | +0.2% | -18.0% | -17.7% |
| 6M | -15.6% | +10.4% | -26.0% | -20.3% |
| YTD | +5.4% | +46.2% | -40.8% | -16.5% |
| 1Y | +5.2% | +52.3% | -47.0% | -18.7% |
| 3Y | +139.4% | +65.9% | +73.5% | +64.9% |
| All | +139.4% | +63.5% | +75.9% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling