+139.4%
QLD vs BR
+13.3%
+126.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.4% | +3.1% |
| 7D | -10.3% | +6.5% | -16.7% | -12.1% |
| 30D | -26.1% | +18.9% | -45.0% | -30.5% |
| 3M | -17.8% | +16.3% | -34.0% | -22.4% |
| 6M | -15.6% | +26.2% | -41.8% | -23.3% |
| YTD | +5.4% | -13.1% | +18.5% | +21.0% |
| 1Y | +5.2% | -10.5% | +15.7% | +17.5% |
| 3Y | +139.4% | +13.3% | +126.1% | +122.4% |
| All | +139.4% | +13.3% | +126.2% | +122.4% |
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 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