+9,127.5%
QLD vs BN
+921.8%
+8,205.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.6% |
| 7D | +0.6% | -2.5% | +3.0% | +2.9% |
| 30D | -0.1% | -9.5% | +9.4% | +9.3% |
| 3M | -8.4% | -10.4% | +2.0% | +1.2% |
| 6M | +32.2% | -6.4% | +38.6% | +39.4% |
| YTD | +28.9% | -11.9% | +40.8% | +42.3% |
| 1Y | +43.8% | -8.6% | +52.4% | +53.1% |
| 3Y | +176.6% | +77.6% | +99.0% | +57.4% |
| 5Y | +121.6% | +37.0% | +84.5% | +67.3% |
| 10Y | +1,652.9% | +266.4% | +1,386.5% | +439.0% |
| All | +9,127.5% | +921.8% | +8,205.7% | +945.1% |
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 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