+139.4%
QLD vs BLDR
-50.4%
+189.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.5% | +7.1% | +3.8% |
| 7D | -10.3% | -3.7% | -6.6% | -9.4% |
| 30D | -26.1% | +16.8% | -42.8% | -30.0% |
| 3M | -17.8% | -13.7% | -4.0% | -14.8% |
| 6M | -15.6% | -21.9% | +6.3% | -10.6% |
| YTD | +5.4% | -39.2% | +44.6% | +19.0% |
| 1Y | +5.2% | -42.6% | +47.9% | +20.8% |
| 3Y | +139.4% | -50.2% | +189.7% | +170.5% |
| All | +139.4% | -50.4% | +189.9% | +170.5% |
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