+12.7%
QLD vs BUD
+32.7%
-20.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.3% | +6.9% | +4.4% |
| 7D | -1.2% | +0.5% | -1.7% | -1.1% |
| 30D | -15.7% | +7.4% | -23.1% | -15.6% |
| 3M | -10.0% | +4.3% | -14.3% | -9.8% |
| 6M | -11.2% | +5.3% | -16.5% | -11.6% |
| YTD | +16.4% | +33.2% | -16.9% | +11.6% |
| 1Y | +12.7% | +31.8% | -19.1% | +8.4% |
| All | +12.7% | +32.7% | -20.0% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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