+1,628.2%
QLD vs BLDR
+388.1%
+1,240.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.8% |
| 7D | +0.6% | -2.8% | +3.4% | +1.8% |
| 30D | -0.1% | -13.3% | +13.1% | +5.8% |
| 3M | -8.4% | -12.3% | +3.9% | -4.6% |
| 6M | +32.2% | -31.5% | +63.7% | +52.4% |
| YTD | +28.9% | -36.1% | +65.0% | +51.0% |
| 1Y | +43.8% | -54.1% | +97.9% | +93.8% |
| 3Y | +176.6% | -55.8% | +232.4% | +250.7% |
| 5Y | +121.6% | +20.7% | +100.8% | +72.2% |
| All | +1,628.2% | +388.1% | +1,240.2% | +666.7% |
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