+7,443.4%
QLD vs BG
+191.3%
+7,252.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +2.0% | +2.3% |
| 7D | -10.3% | +2.5% | -12.8% | -11.5% |
| 30D | -26.1% | -6.1% | -20.0% | -24.1% |
| 3M | -17.8% | -8.5% | -9.2% | -15.2% |
| 6M | -15.6% | -20.4% | +4.8% | -7.5% |
| YTD | +5.4% | +13.3% | -7.9% | -5.3% |
| 1Y | +5.2% | +7.3% | -2.0% | -2.9% |
| 3Y | +139.4% | +2.6% | +136.9% | +115.8% |
| 5Y | +66.7% | +22.0% | +44.7% | +31.5% |
| 10Y | +1,422.1% | +91.8% | +1,330.3% | +740.9% |
| All | +7,443.4% | +191.3% | +7,252.2% | +2,803.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling