+67.2%
QLD vs BP
+103.6%
-36.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | -10.3% | -11.6% | +1.4% | -6.8% |
| 30D | -26.1% | 0.0% | -26.1% | -26.4% |
| 3M | -17.8% | +6.7% | -24.5% | -20.3% |
| 6M | -15.6% | +2.2% | -17.7% | -17.4% |
| YTD | +5.4% | +33.0% | -27.6% | -9.8% |
| 1Y | +5.2% | +30.7% | -25.5% | -9.4% |
| 3Y | +139.4% | +44.2% | +95.3% | +92.4% |
| All | +67.2% | +103.6% | -36.5% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling