+81.1%
QLD vs BN
+35.4%
+45.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.8% | +3.0% | +3.0% |
| 7D | -1.4% | +3.6% | -5.1% | -4.7% |
| 30D | -19.6% | +15.9% | -35.4% | -31.0% |
| 3M | -14.1% | -2.3% | -11.8% | -12.7% |
| 6M | -13.6% | -8.4% | -5.2% | -6.8% |
| YTD | +12.5% | -5.9% | +18.4% | +16.3% |
| 1Y | +13.1% | -5.6% | +18.7% | +16.3% |
| 3Y | +154.7% | +104.2% | +50.5% | +11.0% |
| 5Y | +81.1% | +35.5% | +45.6% | +35.1% |
| All | +81.1% | +35.4% | +45.7% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling