+176.1%
QLD vs BR
-2.4%
+178.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.7% |
| 7D | +0.6% | -5.3% | +5.8% | +2.7% |
| 30D | -0.1% | +6.4% | -6.6% | -2.9% |
| 3M | -8.4% | +13.6% | -22.0% | -13.5% |
| 6M | +32.2% | -6.7% | +38.9% | +39.4% |
| YTD | +28.9% | -21.1% | +50.0% | +53.8% |
| 1Y | +43.8% | -29.6% | +73.4% | +88.3% |
| All | +176.1% | -2.4% | +178.5% | +167.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling