+12.7%
QLD vs BP
+27.8%
-15.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +5.0% |
| 7D | -1.2% | -0.8% | -0.4% | -1.5% |
| 30D | -15.7% | -3.1% | -12.6% | -16.3% |
| 3M | -10.0% | +6.2% | -16.2% | -8.3% |
| 6M | -11.2% | +4.8% | -16.0% | -9.2% |
| YTD | +16.4% | +35.2% | -18.8% | +18.5% |
| 1Y | +12.7% | +27.4% | -14.8% | +15.4% |
| All | +12.7% | +27.8% | -15.1% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling