+1,450.1%
QLD vs BR
+271.1%
+1,178.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.5% |
| 7D | -3.8% | +5.0% | -8.8% | -8.5% |
| 30D | -20.5% | +16.6% | -37.2% | -32.3% |
| 3M | -14.6% | +12.0% | -26.6% | -25.3% |
| 6M | -14.7% | +30.7% | -45.4% | -38.2% |
| YTD | +11.2% | -11.9% | +23.1% | +18.5% |
| 1Y | +7.1% | -11.6% | +18.7% | +13.2% |
| 3Y | +141.1% | +15.0% | +126.1% | +82.4% |
| 5Y | +84.3% | +18.1% | +66.2% | +37.4% |
| 10Y | +1,450.1% | +278.6% | +1,171.4% | +302.4% |
| All | +1,450.1% | +271.1% | +1,178.9% | +302.4% |
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