-14.2%
QLD vs BNY
+16.8%
-31.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.8% |
| 7D | +7.0% | +3.9% | +3.2% | +4.2% |
| 30D | -14.3% | +11.9% | -26.3% | -18.4% |
| 3M | -16.0% | -5.0% | -11.0% | -13.8% |
| 6M | -14.2% | +14.6% | -28.8% | -23.4% |
| All | -14.2% | +16.8% | -31.1% | -23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling