+1,631.1%
QLD vs BURL
+215.5%
+1,415.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.8% |
| 7D | +0.6% | -2.8% | +3.4% | +1.7% |
| 30D | -0.1% | -28.2% | +28.0% | +15.0% |
| 3M | -8.4% | -17.6% | +9.2% | -1.1% |
| 6M | +32.2% | -11.8% | +44.0% | +37.0% |
| YTD | +28.9% | -8.1% | +37.0% | +30.8% |
| 1Y | +43.8% | -12.0% | +55.8% | +46.6% |
| 3Y | +176.6% | +63.3% | +113.3% | +103.7% |
| 5Y | +121.6% | -10.8% | +132.4% | +104.8% |
| All | +1,631.1% | +215.5% | +1,415.6% | +990.2% |
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