-23.1%
BA vs QLD
+61.4%
-84.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -12.7% | +10.2% | +2.3% |
| 7D | -0.1% | -18.6% | +18.5% | +7.5% |
| 30D | -9.1% | -28.3% | +19.2% | +2.3% |
| 3M | -28.2% | -20.4% | -7.8% | -22.5% |
| 6M | -23.1% | -14.3% | -8.8% | -20.4% |
| YTD | -20.6% | +2.8% | -23.3% | -24.0% |
| 1Y | -12.7% | -1.2% | -11.5% | -15.4% |
| 3Y | -11.6% | +135.3% | -146.9% | -42.5% |
| 5Y | -23.1% | +62.6% | -85.7% | -46.4% |
| All | -23.1% | +61.4% | -84.6% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling