+1,542.6%
QLD vs BR
+275.8%
+1,266.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | 0.0% |
| 7D | +12.5% | -1.3% | +13.8% | +13.8% |
| 30D | -15.7% | +13.7% | -29.4% | -26.4% |
| 3M | -11.9% | +13.8% | -25.7% | -24.1% |
| 6M | -10.3% | +29.7% | -40.0% | -34.5% |
| YTD | +15.6% | -12.6% | +28.2% | +24.1% |
| 1Y | +12.1% | -12.4% | +24.6% | +19.7% |
| 3Y | +150.7% | +14.1% | +136.5% | +91.0% |
| 5Y | +86.6% | +18.7% | +67.9% | +38.3% |
| All | +1,542.6% | +275.8% | +1,266.8% | +330.6% |
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