+9,127.5%
QLD vs BG
+248.9%
+8,878.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.9% |
| 7D | +0.6% | +2.8% | -2.2% | -1.0% |
| 30D | -0.1% | +12.0% | -12.2% | -6.2% |
| 3M | -8.4% | -7.7% | -0.7% | -5.7% |
| 6M | +32.2% | +4.5% | +27.7% | +26.2% |
| YTD | +28.9% | +35.7% | -6.8% | +6.7% |
| 1Y | +43.8% | +50.1% | -6.2% | +11.4% |
| 3Y | +176.6% | +12.6% | +164.0% | +140.0% |
| 5Y | +121.6% | +75.4% | +46.1% | +45.0% |
| 10Y | +1,652.9% | +150.5% | +1,502.4% | +743.2% |
| All | +9,127.5% | +248.9% | +8,878.6% | +3,171.6% |
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