+9,127.5%
QLD vs BP
+92.4%
+9,035.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | +0.6% | +3.9% | -3.4% | -2.0% |
| 30D | -0.1% | +7.6% | -7.7% | -5.2% |
| 3M | -8.4% | +0.7% | -9.1% | -10.3% |
| 6M | +32.2% | +15.5% | +16.7% | +15.7% |
| YTD | +28.9% | +30.8% | -1.9% | +3.0% |
| 1Y | +43.8% | +34.3% | +9.5% | +12.0% |
| 3Y | +176.6% | +35.1% | +141.5% | +108.0% |
| 5Y | +121.6% | +126.8% | -5.3% | +9.8% |
| 10Y | +1,652.9% | +123.4% | +1,529.6% | +671.5% |
| All | +9,127.5% | +92.4% | +9,035.1% | +3,920.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling