+244.8%
BA vs QLD
+9,036.4%
-8,791.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.2% |
| 6M | -6.6% | +32.2% | -38.8% | -19.1% |
| YTD | -2.2% | +28.9% | -31.1% | -14.7% |
| 1Y | -8.0% | +43.8% | -51.8% | -24.1% |
| 3Y | -5.0% | +176.6% | -181.6% | -45.0% |
| 5Y | -2.7% | +121.6% | -124.3% | -42.3% |
| 10Y | +75.9% | +1,652.9% | -1,577.0% | -63.5% |
| All | +244.8% | +9,036.4% | -8,791.6% | -74.5% |
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