+7,256.1%
QLD vs BEN
+125.4%
+7,130.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.9% | -7.8% | -8.8% |
| 7D | -18.6% | -0.4% | -18.2% | -18.0% |
| 30D | -28.3% | -0.7% | -27.6% | -27.7% |
| 3M | -20.4% | -6.8% | -13.6% | -15.6% |
| 6M | -14.3% | +7.9% | -22.2% | -19.5% |
| YTD | +2.8% | +39.6% | -36.8% | -22.4% |
| 1Y | -1.2% | +48.5% | -49.7% | -29.3% |
| 3Y | +135.3% | +55.7% | +79.6% | +53.8% |
| 5Y | +62.6% | +15.1% | +47.4% | +41.2% |
| 10Y | +1,384.3% | +57.4% | +1,326.9% | +751.4% |
| All | +7,256.1% | +125.4% | +7,130.7% | +2,630.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling