+1,418.0%
QLD vs BHP
+363.1%
+1,054.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.7% | +3.1% | +4.1% |
| 7D | -1.4% | +3.5% | -4.9% | -3.7% |
| 30D | -19.6% | -4.5% | -15.1% | -16.6% |
| 3M | -14.1% | -6.4% | -7.8% | -10.2% |
| 6M | -13.6% | -0.1% | -13.6% | -14.0% |
| YTD | +12.5% | +43.0% | -30.5% | -15.0% |
| 1Y | +13.1% | +56.5% | -43.4% | -20.2% |
| 3Y | +154.7% | +62.0% | +92.7% | +71.2% |
| 5Y | +81.1% | +130.4% | -49.3% | -11.4% |
| 10Y | +1,418.0% | +349.1% | +1,068.9% | +363.2% |
| All | +1,418.0% | +363.1% | +1,054.9% | +363.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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