+31.8%
BA vs QLD
+1,375.1%
-1,343.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.6% |
| 7D | +1.1% | -10.3% | +11.3% | +5.5% |
| 30D | -7.9% | -26.1% | +18.1% | +4.2% |
| 3M | -25.3% | -17.8% | -7.6% | -19.6% |
| 6M | -24.6% | -15.6% | -9.0% | -20.9% |
| YTD | -20.1% | +5.4% | -25.5% | -24.9% |
| 1Y | -11.8% | +5.2% | -17.0% | -17.2% |
| 3Y | -10.1% | +139.4% | -149.6% | -45.8% |
| 5Y | -22.7% | +66.7% | -89.5% | -48.6% |
| All | +31.8% | +1,375.1% | -1,343.3% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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