+121.0%
QLD vs BG
+76.3%
+44.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | +0.6% | +2.8% | -2.2% | -0.3% |
| 30D | -0.1% | +12.0% | -12.2% | -3.5% |
| 3M | -8.4% | -7.7% | -0.7% | -6.6% |
| 6M | +32.2% | +4.5% | +27.7% | +28.8% |
| YTD | +28.9% | +35.7% | -6.8% | +14.9% |
| 1Y | +43.8% | +50.1% | -6.2% | +22.8% |
| 3Y | +176.6% | +12.6% | +164.0% | +155.8% |
| All | +121.0% | +76.3% | +44.7% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling