+7.1%
QLD vs BR
-10.5%
+17.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.1% |
| 7D | -3.8% | +5.0% | -8.8% | -2.9% |
| 30D | -20.5% | +16.6% | -37.2% | -18.5% |
| 3M | -14.6% | +12.0% | -26.6% | -12.7% |
| 6M | -14.7% | +30.7% | -45.4% | -9.7% |
| YTD | +11.2% | -11.9% | +23.1% | +18.8% |
| 1Y | +7.1% | -11.6% | +18.7% | +14.7% |
| All | +7.1% | -10.5% | +17.6% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling