+176.1%
QLD vs BN
+77.7%
+98.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.6% |
| 7D | +0.6% | -2.5% | +3.0% | +2.7% |
| 30D | -0.1% | -9.5% | +9.4% | +8.6% |
| 3M | -8.4% | -10.4% | +2.0% | +0.5% |
| 6M | +32.2% | -6.4% | +38.6% | +38.8% |
| YTD | +28.9% | -11.9% | +40.8% | +41.2% |
| 1Y | +43.8% | -8.6% | +52.4% | +52.0% |
| All | +176.1% | +77.7% | +98.4% | +73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling