+6,030.9%
QLD vs BR
+1,465.0%
+4,565.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.4% | +4.2% |
| 7D | -10.3% | +6.5% | -16.7% | -15.8% |
| 30D | -26.1% | +18.9% | -45.0% | -38.1% |
| 3M | -17.8% | +16.3% | -34.0% | -30.5% |
| 6M | -15.6% | +26.2% | -41.8% | -36.2% |
| YTD | +5.4% | -13.1% | +18.5% | +10.9% |
| 1Y | +5.2% | -10.5% | +15.7% | +7.2% |
| 3Y | +139.4% | +13.3% | +126.1% | +89.4% |
| 5Y | +66.7% | +19.9% | +46.8% | +29.1% |
| 10Y | +1,422.1% | +254.2% | +1,167.8% | +343.1% |
| All | +6,030.9% | +1,465.0% | +4,565.9% | +378.8% |
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 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