-0.9%
BA vs QLD
+121.5%
-122.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +1.2% | +0.6% | +0.6% | +0.9% |
| 30D | -11.6% | -0.1% | -11.5% | -11.7% |
| 3M | -2.4% | -8.4% | +6.0% | -0.1% |
| 6M | -6.6% | +32.2% | -38.8% | -17.6% |
| YTD | -2.2% | +28.9% | -31.1% | -13.3% |
| 1Y | -8.0% | +43.8% | -51.8% | -22.2% |
| 3Y | -5.0% | +176.6% | -181.6% | -41.2% |
| All | -0.9% | +121.5% | -122.5% | -36.4% |
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