+1,315.8%
QLD vs BURL
+258.4%
+1,057.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.9% | -9.8% | -11.4% |
| 7D | -18.6% | +3.5% | -22.0% | -19.7% |
| 30D | -28.3% | -9.3% | -19.0% | -25.3% |
| 3M | -20.4% | -32.1% | +11.7% | -6.6% |
| 6M | -14.3% | -19.8% | +5.5% | -7.7% |
| YTD | +2.8% | -13.2% | +15.9% | +6.3% |
| 1Y | -1.2% | -7.8% | +6.6% | -1.8% |
| 3Y | +135.3% | +89.3% | +46.0% | +61.3% |
| 5Y | +62.6% | -15.8% | +78.4% | +53.6% |
| All | +1,315.8% | +258.4% | +1,057.4% | +783.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling