+122.5%
QLD vs BNY
+252.4%
-129.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.8% |
| 3M | -0.1% | +13.9% | -14.0% | -12.6% |
| 6M | +32.6% | +42.3% | -9.8% | -7.2% |
| YTD | +27.9% | +41.8% | -13.9% | -11.0% |
| 1Y | +40.3% | +57.9% | -17.7% | -12.6% |
| 3Y | +182.5% | +290.7% | -108.2% | -27.6% |
| 5Y | +122.5% | +252.3% | -129.8% | -39.6% |
| All | +122.5% | +252.4% | -129.9% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling