+7,256.1%
QLD vs BN
+960.5%
+6,295.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.1% | -9.6% | -9.9% |
| 7D | -18.6% | +5.7% | -24.3% | -22.9% |
| 30D | -28.3% | +12.0% | -40.3% | -35.8% |
| 3M | -20.4% | -6.1% | -14.3% | -16.3% |
| 6M | -14.3% | -8.6% | -5.7% | -8.0% |
| YTD | +2.8% | -8.5% | +11.3% | +8.9% |
| 1Y | -1.2% | -8.4% | +7.2% | +4.4% |
| 3Y | +135.3% | +92.3% | +43.1% | +24.6% |
| 5Y | +62.6% | +31.3% | +31.2% | +26.7% |
| 10Y | +1,384.3% | +280.5% | +1,103.8% | +338.0% |
| All | +7,256.1% | +960.5% | +6,295.7% | +699.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling