+81.1%
QLD vs BLK
+42.4%
+38.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.0% | +3.8% | +3.4% |
| 7D | -1.4% | +4.1% | -5.5% | -5.3% |
| 30D | -19.6% | +12.2% | -31.8% | -29.2% |
| 3M | -14.1% | +7.4% | -21.6% | -21.0% |
| 6M | -13.6% | +13.2% | -26.8% | -26.1% |
| YTD | +12.5% | +15.4% | -2.8% | -7.3% |
| 1Y | +13.1% | +14.6% | -1.5% | -6.4% |
| 3Y | +154.7% | +99.2% | +55.5% | +1.4% |
| 5Y | +81.1% | +41.9% | +39.2% | +15.0% |
| All | +81.1% | +42.4% | +38.6% | +15.0% |
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