+7,443.4%
QLD vs BEN
+136.0%
+7,307.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.2% | -1.3% |
| 7D | -10.3% | +6.6% | -16.9% | -14.6% |
| 30D | -26.1% | +3.8% | -29.9% | -28.1% |
| 3M | -17.8% | +0.2% | -18.0% | -17.8% |
| 6M | -15.6% | +10.4% | -26.0% | -22.3% |
| YTD | +5.4% | +46.2% | -40.8% | -23.4% |
| 1Y | +5.2% | +52.3% | -47.0% | -26.1% |
| 3Y | +139.4% | +65.9% | +73.5% | +48.6% |
| 5Y | +66.7% | +20.6% | +46.1% | +39.4% |
| 10Y | +1,422.1% | +64.8% | +1,357.3% | +740.6% |
| All | +7,443.4% | +136.0% | +7,307.4% | +2,595.6% |
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