+1,542.6%
QLD vs BG
+107.5%
+1,435.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +12.5% | +1.5% | +11.0% | +11.9% |
| 30D | -15.7% | -7.0% | -8.7% | -13.4% |
| 3M | -11.9% | -10.0% | -1.9% | -9.1% |
| 6M | -10.3% | -19.8% | +9.5% | -3.7% |
| YTD | +15.6% | +14.3% | +1.3% | +5.4% |
| 1Y | +12.1% | +6.5% | +5.6% | +5.2% |
| 3Y | +150.7% | +4.4% | +146.3% | +128.6% |
| 5Y | +86.6% | +20.2% | +66.4% | +53.7% |
| All | +1,542.6% | +107.5% | +1,435.0% | +818.2% |
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