+1,627.6%
QLD vs BNY
+416.1%
+1,211.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -2.6% | -1.1% | -1.6% | -1.8% |
| 30D | -3.3% | +1.4% | -4.7% | -4.5% |
| 3M | +1.8% | +16.8% | -15.0% | -11.1% |
| 6M | +29.7% | +42.0% | -12.3% | -3.7% |
| YTD | +25.1% | +41.9% | -16.8% | -7.6% |
| 1Y | +37.1% | +59.2% | -22.1% | -8.1% |
| 3Y | +176.3% | +290.9% | -114.6% | -10.2% |
| 5Y | +121.0% | +259.0% | -138.1% | -23.0% |
| All | +1,627.6% | +416.1% | +1,211.5% | +354.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 10y: compounded portfolio wealth divided by compounded BNY 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…
10y analysis · Full analysis span regression · 6 months rolling