+176.0%
QLD vs BNY
+286.7%
-110.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.4% |
| 7D | +1.9% | +0.3% | +1.6% | +1.6% |
| 30D | -1.8% | +1.9% | -3.7% | -3.7% |
| 3M | -0.1% | +13.9% | -14.0% | -12.2% |
| 6M | +32.6% | +42.3% | -9.8% | -6.5% |
| YTD | +27.9% | +41.8% | -13.9% | -10.5% |
| 1Y | +40.3% | +57.9% | -17.7% | -12.5% |
| All | +176.0% | +286.7% | -110.7% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling