+1,728.6%
QLD vs BLK
+270.9%
+1,457.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +1.7% |
| 7D | +1.9% | -2.7% | +4.6% | +4.9% |
| 30D | -1.8% | -4.8% | +3.0% | +3.2% |
| 3M | -0.1% | +6.5% | -6.6% | -8.1% |
| 6M | +32.6% | +13.2% | +19.4% | +13.4% |
| YTD | +27.9% | +1.8% | +26.1% | +21.5% |
| 1Y | +40.3% | -1.0% | +41.2% | +36.2% |
| 3Y | +182.5% | +66.0% | +116.5% | +52.7% |
| 5Y | +122.5% | +31.2% | +91.3% | +62.1% |
| 10Y | +1,728.6% | +278.5% | +1,450.0% | +432.7% |
| All | +1,728.6% | +270.9% | +1,457.7% | +432.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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