+1,646.5%
QLD vs BG
+159.1%
+1,487.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.5% | -1.9% |
| 7D | +3.0% | +2.4% | +0.6% | +1.9% |
| 30D | -1.8% | +15.0% | -16.9% | -7.5% |
| 3M | -1.8% | -0.7% | -1.1% | -2.5% |
| 6M | +36.9% | +7.5% | +29.4% | +30.7% |
| YTD | +28.7% | +41.6% | -12.9% | +8.8% |
| 1Y | +41.9% | +50.7% | -8.8% | +15.6% |
| 3Y | +184.2% | +20.3% | +163.9% | +148.1% |
| 5Y | +122.1% | +85.2% | +36.9% | +52.5% |
| 10Y | +1,646.5% | +160.6% | +1,485.9% | +802.2% |
| All | +1,646.5% | +159.1% | +1,487.4% | +802.2% |
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