+141.1%
QLD vs BLDR
-48.6%
+189.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | +0.1% |
| 7D | -3.8% | -1.1% | -2.7% | -3.4% |
| 30D | -20.5% | +19.1% | -39.6% | -25.1% |
| 3M | -14.6% | -12.6% | -2.1% | -11.9% |
| 6M | -14.7% | -18.7% | +4.0% | -10.7% |
| YTD | +11.2% | -38.8% | +50.0% | +25.3% |
| 1Y | +7.1% | -41.2% | +48.3% | +22.0% |
| 3Y | +141.1% | -49.4% | +190.5% | +174.9% |
| All | +141.1% | -48.6% | +189.7% | +174.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling