+146.0%
QLD vs BG
+6.5%
+139.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.1% | -2.6% |
| 7D | +7.0% | +2.6% | +4.4% | +6.7% |
| 30D | -14.3% | -6.7% | -7.7% | -13.8% |
| 3M | -16.0% | -9.3% | -6.7% | -15.4% |
| 6M | -14.2% | -18.3% | +4.1% | -12.4% |
| YTD | +12.8% | +16.2% | -3.4% | +7.2% |
| 1Y | +14.1% | +7.6% | +6.5% | +10.1% |
| 3Y | +146.0% | +6.6% | +139.4% | +127.0% |
| All | +146.0% | +6.5% | +139.5% | +127.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling