+1,502.1%
QLD vs BR
+277.7%
+1,224.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.9% |
| 7D | +7.0% | +1.1% | +5.9% | +6.0% |
| 30D | -14.3% | +14.4% | -28.7% | -25.6% |
| 3M | -16.0% | +12.4% | -28.4% | -26.8% |
| 6M | -14.2% | +35.4% | -49.7% | -40.0% |
| YTD | +12.8% | -12.2% | +24.9% | +20.4% |
| 1Y | +14.1% | -12.7% | +26.8% | +22.4% |
| 3Y | +146.0% | +14.3% | +131.7% | +87.4% |
| 5Y | +82.0% | +19.3% | +62.7% | +34.2% |
| All | +1,502.1% | +277.7% | +1,224.4% | +317.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling