+121.0%
QLD vs BN
+37.9%
+83.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.6% |
| 7D | +0.6% | -2.5% | +3.0% | +3.1% |
| 30D | -0.1% | -9.5% | +9.4% | +10.1% |
| 3M | -8.4% | -10.4% | +2.0% | +2.0% |
| 6M | +32.2% | -6.4% | +38.6% | +39.7% |
| YTD | +28.9% | -11.9% | +40.8% | +43.0% |
| 1Y | +43.8% | -8.6% | +52.4% | +53.0% |
| 3Y | +176.6% | +77.6% | +99.0% | +40.4% |
| All | +121.0% | +37.9% | +83.2% | +59.0% |
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