+5,947.4%
QLD vs BND
+76.5%
+5,870.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | -10.3% | 0.0% | -10.3% | -10.3% |
| 30D | -26.1% | +2.3% | -28.3% | -26.0% |
| 3M | -17.8% | -0.2% | -17.5% | -17.7% |
| 6M | -15.6% | -1.0% | -14.6% | -15.6% |
| YTD | +5.4% | -0.4% | +5.8% | +5.4% |
| 1Y | +5.2% | -0.1% | +5.4% | +5.2% |
| 3Y | +139.4% | +15.1% | +124.3% | +143.7% |
| 5Y | +66.7% | -1.5% | +68.2% | +50.5% |
| 10Y | +1,422.1% | +16.0% | +1,406.0% | +1,614.4% |
| All | +5,947.4% | +76.5% | +5,870.9% | +11,321.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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