+1,351.8%
QLD vs BN
+271.1%
+1,080.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.5% | +3.4% |
| 7D | -10.3% | +5.3% | -15.6% | -14.9% |
| 30D | -26.1% | +11.9% | -38.0% | -34.0% |
| 3M | -17.8% | -5.7% | -12.0% | -13.7% |
| 6M | -15.6% | -10.6% | -4.9% | -7.3% |
| YTD | +5.4% | -9.4% | +14.7% | +12.7% |
| 1Y | +5.2% | -8.8% | +14.0% | +11.7% |
| 3Y | +139.4% | +95.6% | +43.8% | +20.3% |
| 5Y | +66.7% | +30.2% | +36.6% | +27.6% |
| All | +1,351.8% | +271.1% | +1,080.7% | +357.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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