+133.5%
QLD vs BUD
+51.6%
+82.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.8% | -14.6% | -12.9% |
| 7D | -18.6% | +7.1% | -25.7% | -19.4% |
| 30D | -28.3% | +12.7% | -41.0% | -29.8% |
| 3M | -20.4% | 0.0% | -20.4% | -20.4% |
| 6M | -14.3% | +7.6% | -21.9% | -15.8% |
| YTD | +2.8% | +35.0% | -32.3% | -4.9% |
| 1Y | -1.2% | +37.6% | -38.8% | -9.1% |
| All | +133.5% | +51.6% | +82.0% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling