+9,127.5%
QLD vs BLK
+1,319.5%
+7,808.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.6% |
| 7D | +0.6% | -3.6% | +4.2% | +3.9% |
| 30D | -0.1% | -1.0% | +0.9% | +0.6% |
| 3M | -8.4% | +10.4% | -18.7% | -16.9% |
| 6M | +32.2% | +8.2% | +24.0% | +21.4% |
| YTD | +28.9% | +6.0% | +22.9% | +19.8% |
| 1Y | +43.8% | +3.3% | +40.5% | +36.1% |
| 3Y | +176.6% | +70.3% | +106.3% | +69.1% |
| 5Y | +121.6% | +34.5% | +87.1% | +75.9% |
| 10Y | +1,652.9% | +281.9% | +1,371.0% | +508.7% |
| All | +9,127.5% | +1,319.5% | +7,808.0% | +1,033.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling