+1,628.2%
QLD vs BHP
+496.0%
+1,132.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.6% |
| 7D | +0.6% | -2.9% | +3.5% | +2.7% |
| 30D | -0.1% | +3.4% | -3.5% | -2.9% |
| 3M | -8.4% | +4.1% | -12.4% | -11.3% |
| 6M | +32.2% | +20.6% | +11.6% | +14.6% |
| YTD | +28.9% | +56.1% | -27.2% | -8.5% |
| 1Y | +43.8% | +69.6% | -25.8% | -4.3% |
| 3Y | +176.6% | +78.8% | +97.8% | +73.0% |
| 5Y | +121.6% | +113.1% | +8.5% | +16.0% |
| All | +1,628.2% | +496.0% | +1,132.3% | +346.0% |
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