+154.7%
QLD vs BEN
+77.1%
+77.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.3% | +0.5% | +2.8% |
| 7D | -1.4% | +12.2% | -13.6% | -7.9% |
| 30D | -19.6% | +12.1% | -31.7% | -24.8% |
| 3M | -14.1% | +7.3% | -21.4% | -17.6% |
| 6M | -13.6% | +17.9% | -31.5% | -21.7% |
| YTD | +12.5% | +55.4% | -42.9% | -14.2% |
| 1Y | +13.1% | +69.3% | -56.2% | -18.1% |
| 3Y | +154.7% | +82.8% | +71.9% | +67.0% |
| All | +154.7% | +77.1% | +77.6% | +67.0% |
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