+15.8%
BABA vs QID
-99.0%
+114.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.8% | +3.1% | -6.6% |
| 7D | +3.8% | -0.8% | +4.6% | +3.5% |
| 30D | -5.4% | +20.1% | -25.4% | +2.6% |
| 3M | -17.9% | +11.8% | -29.8% | -13.5% |
| 6M | -24.1% | +5.5% | -29.6% | -20.7% |
| YTD | -27.4% | -21.5% | -5.9% | -32.2% |
| 1Y | -36.1% | -22.6% | -13.4% | -40.4% |
| 3Y | +35.4% | -72.3% | +107.7% | -12.3% |
| 5Y | -30.1% | -76.9% | +46.8% | -49.9% |
| 10Y | +15.8% | -99.0% | +114.8% | -77.3% |
| All | +15.8% | -99.0% | +114.9% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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