+133.5%
QLD vs BP
+43.3%
+90.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.0% | -10.7% | -12.4% |
| 7D | -18.6% | -11.2% | -7.3% | -16.9% |
| 30D | -28.3% | -0.7% | -27.6% | -28.4% |
| 3M | -20.4% | +9.8% | -30.2% | -22.5% |
| 6M | -14.3% | -1.6% | -12.7% | -14.3% |
| YTD | +2.8% | +33.5% | -30.7% | -10.5% |
| 1Y | -1.2% | +31.7% | -33.0% | -13.7% |
| All | +133.5% | +43.3% | +90.2% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling