+1,649.4%
QLD vs BR
+190.9%
+1,458.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +3.6% |
| 7D | +0.6% | -5.3% | +5.8% | +5.8% |
| 30D | -0.1% | +6.4% | -6.6% | -6.7% |
| 3M | -8.4% | +13.6% | -22.0% | -21.6% |
| 6M | +32.2% | -6.7% | +38.9% | +35.4% |
| YTD | +28.9% | -21.1% | +50.0% | +55.4% |
| 1Y | +43.8% | -29.6% | +73.4% | +94.9% |
| 3Y | +176.6% | -2.4% | +179.0% | +153.3% |
| 5Y | +121.6% | +11.2% | +110.3% | +76.4% |
| All | +1,649.4% | +190.9% | +1,458.5% | +495.3% |
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