+8,229.2%
QLD vs BLK
+1,459.0%
+6,770.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.3% |
| 7D | -1.2% | +0.2% | -1.3% | -0.8% |
| 30D | -15.7% | +13.1% | -28.8% | -24.6% |
| 3M | -10.0% | +7.3% | -17.3% | -15.7% |
| 6M | -11.2% | +14.6% | -25.9% | -22.5% |
| YTD | +16.4% | +16.5% | -0.1% | -0.7% |
| 1Y | +12.7% | +15.4% | -2.7% | -3.1% |
| 3Y | +152.3% | +97.2% | +55.1% | +34.9% |
| 5Y | +91.8% | +43.4% | +48.4% | +43.5% |
| 10Y | +1,520.2% | +322.5% | +1,197.8% | +414.6% |
| All | +8,229.2% | +1,459.0% | +6,770.2% | +839.9% |
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