+1,450.1%
QLD vs BG
+95.6%
+1,354.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.5% |
| 7D | -3.8% | +5.0% | -8.8% | -5.6% |
| 30D | -20.5% | -3.2% | -17.3% | -19.7% |
| 3M | -14.6% | -11.2% | -3.4% | -11.4% |
| 6M | -14.7% | -19.4% | +4.8% | -8.6% |
| YTD | +11.2% | +13.6% | -2.4% | +1.7% |
| 1Y | +7.1% | +7.3% | -0.2% | +0.2% |
| 3Y | +141.1% | +3.8% | +137.3% | +120.5% |
| 5Y | +84.3% | +23.2% | +61.1% | +50.1% |
| 10Y | +1,450.1% | +97.9% | +1,352.1% | +766.7% |
| All | +1,450.1% | +95.6% | +1,354.5% | +766.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling