+180.3%
BA vs QLD
+7,183.5%
-7,003.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -12.7% | +10.2% | +3.1% |
| 7D | -0.1% | -18.6% | +18.5% | +8.8% |
| 30D | -9.1% | -28.3% | +19.2% | +4.3% |
| 3M | -28.2% | -20.4% | -7.8% | -21.6% |
| 6M | -23.1% | -14.3% | -8.8% | -19.9% |
| YTD | -20.6% | +2.8% | -23.3% | -24.3% |
| 1Y | -12.7% | -1.2% | -11.5% | -15.6% |
| 3Y | -11.6% | +135.3% | -146.9% | -45.4% |
| 5Y | -23.1% | +62.6% | -85.7% | -48.0% |
| 10Y | +34.4% | +1,384.3% | -1,349.9% | -70.3% |
| All | +180.3% | +7,183.5% | -7,003.3% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling