+7,399.6%
QLD vs BR
+1,321.0%
+6,078.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +3.5% |
| 7D | +0.6% | -5.3% | +5.8% | +5.7% |
| 30D | -0.1% | +6.4% | -6.6% | -6.4% |
| 3M | -8.4% | +13.6% | -22.0% | -21.2% |
| 6M | +32.2% | -6.7% | +38.9% | +34.3% |
| YTD | +28.9% | -21.1% | +50.0% | +51.6% |
| 1Y | +43.8% | -29.6% | +73.4% | +87.7% |
| 3Y | +176.6% | -2.4% | +179.0% | +158.1% |
| 5Y | +121.6% | +11.2% | +110.3% | +87.0% |
| 10Y | +1,652.9% | +191.8% | +1,461.1% | +523.0% |
| All | +7,399.6% | +1,321.0% | +6,078.6% | +554.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling