+121.0%
QLD vs BUD
+46.3%
+74.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.2% |
| 7D | +0.6% | +0.3% | +0.3% | +0.4% |
| 30D | -0.1% | -5.7% | +5.5% | +2.8% |
| 3M | -8.4% | +3.1% | -11.5% | -10.7% |
| 6M | +32.2% | +7.9% | +24.3% | +25.0% |
| YTD | +28.9% | +27.3% | +1.6% | +9.8% |
| 1Y | +43.8% | +37.8% | +6.0% | +16.1% |
| 3Y | +176.6% | +49.8% | +126.7% | +97.9% |
| All | +121.0% | +46.3% | +74.7% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling