+9,127.5%
QLD vs BEN
+140.6%
+8,986.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -2.5% |
| 7D | +0.6% | +0.2% | +0.3% | +0.3% |
| 30D | -0.1% | -0.5% | +0.4% | +0.2% |
| 3M | -8.4% | +9.7% | -18.1% | -15.1% |
| 6M | +32.2% | +33.9% | -1.7% | +3.5% |
| YTD | +28.9% | +49.0% | -20.1% | -7.9% |
| 1Y | +43.8% | +42.1% | +1.7% | +6.1% |
| 3Y | +176.6% | +51.9% | +124.7% | +83.9% |
| 5Y | +121.6% | +39.0% | +82.5% | +62.3% |
| 10Y | +1,652.9% | +57.9% | +1,595.1% | +901.7% |
| All | +9,127.5% | +140.6% | +8,986.9% | +3,140.5% |
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 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