+122.1%
QLD vs BLK
+32.8%
+89.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +2.5% |
| 7D | +3.0% | -2.9% | +5.9% | +6.3% |
| 30D | -1.8% | -3.6% | +1.8% | +1.9% |
| 3M | -1.8% | +10.1% | -11.9% | -13.3% |
| 6M | +36.9% | +15.3% | +21.6% | +13.9% |
| YTD | +28.7% | +3.5% | +25.2% | +19.7% |
| 1Y | +41.9% | +0.7% | +41.1% | +34.8% |
| 3Y | +184.2% | +68.7% | +115.5% | +39.2% |
| 5Y | +122.1% | +33.1% | +89.0% | +48.1% |
| All | +122.1% | +32.8% | +89.3% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling