+1,418.0%
QLD vs BP
+132.1%
+1,285.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.7% |
| 7D | -1.4% | -6.9% | +5.4% | +1.7% |
| 30D | -19.6% | -3.6% | -16.0% | -18.6% |
| 3M | -14.1% | +8.4% | -22.6% | -18.1% |
| 6M | -13.6% | +5.3% | -19.0% | -17.5% |
| YTD | +12.5% | +33.2% | -20.6% | -6.0% |
| 1Y | +13.1% | +28.2% | -15.0% | -3.9% |
| 3Y | +154.7% | +49.2% | +105.5% | +96.6% |
| 5Y | +81.1% | +102.9% | -21.8% | +15.5% |
| 10Y | +1,418.0% | +127.7% | +1,290.3% | +966.0% |
| All | +1,418.0% | +132.1% | +1,285.9% | +966.0% |
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