+1,502.1%
QLD vs BLDR
+479.0%
+1,023.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.9% |
| 7D | +7.0% | -3.0% | +10.0% | +8.4% |
| 30D | -14.3% | +20.1% | -34.4% | -22.4% |
| 3M | -16.0% | -17.5% | +1.5% | -10.6% |
| 6M | -14.2% | -16.1% | +1.9% | -11.0% |
| YTD | +12.8% | -41.0% | +53.8% | +34.3% |
| 1Y | +14.1% | -41.6% | +55.7% | +35.7% |
| 3Y | +146.0% | -50.8% | +196.8% | +191.1% |
| 5Y | +82.0% | -10.8% | +92.8% | +57.4% |
| All | +1,502.1% | +479.0% | +1,023.1% | +518.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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