+7,256.1%
QLD vs BP
+96.3%
+7,159.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.0% | -10.7% | -11.5% |
| 7D | -18.6% | -11.2% | -7.3% | -12.3% |
| 30D | -28.3% | -0.7% | -27.6% | -28.5% |
| 3M | -20.4% | +9.8% | -30.2% | -26.3% |
| 6M | -14.3% | -1.6% | -12.7% | -16.5% |
| YTD | +2.8% | +33.5% | -30.7% | -20.0% |
| 1Y | -1.2% | +31.7% | -33.0% | -22.8% |
| 3Y | +135.3% | +45.1% | +90.2% | +67.4% |
| 5Y | +62.6% | +105.9% | -43.4% | -14.0% |
| 10Y | +1,384.3% | +134.4% | +1,249.9% | +523.3% |
| All | +7,256.1% | +96.3% | +7,159.8% | +3,024.4% |
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 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