+7,971.7%
QLD vs BNY
+624.3%
+7,347.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.7% |
| 3M | -16.0% | -5.0% | -11.0% | -12.7% |
| 6M | -14.2% | +14.6% | -28.8% | -22.4% |
| YTD | +12.8% | +34.5% | -21.7% | -9.3% |
| 1Y | +14.1% | +40.6% | -26.5% | -11.1% |
| 3Y | +146.0% | +261.7% | -115.8% | -0.7% |
| 5Y | +82.0% | +192.3% | -110.3% | -13.6% |
| 10Y | +1,470.1% | +324.0% | +1,146.2% | +456.8% |
| All | +7,971.7% | +624.3% | +7,347.4% | +1,623.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling