+1,520.2%
QLD vs BP
+133.4%
+1,386.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +4.0% |
| 7D | -1.2% | -0.8% | -0.4% | -0.7% |
| 30D | -15.7% | -3.1% | -12.6% | -14.8% |
| 3M | -10.0% | +6.2% | -16.2% | -13.3% |
| 6M | -11.2% | +4.8% | -16.0% | -14.9% |
| YTD | +16.4% | +35.2% | -18.8% | -3.4% |
| 1Y | +12.7% | +27.4% | -14.8% | -3.9% |
| 3Y | +152.3% | +49.8% | +102.5% | +94.6% |
| 5Y | +91.8% | +109.4% | -17.6% | +20.5% |
| 10Y | +1,520.2% | +135.7% | +1,384.5% | +1,042.2% |
| All | +1,520.2% | +133.4% | +1,386.9% | +1,042.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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