+17.1%
BABA vs QID
-99.0%
+116.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +0.2% |
| 7D | +11.6% | +9.4% | +2.2% | +16.0% |
| 30D | +2.3% | +31.2% | -29.0% | +15.2% |
| 3M | -13.7% | +17.4% | -31.1% | -7.1% |
| 6M | -21.9% | +8.4% | -30.3% | -17.5% |
| YTD | -24.6% | -15.8% | -8.9% | -27.5% |
| 1Y | -34.1% | -16.3% | -17.8% | -36.5% |
| 3Y | +36.3% | -70.4% | +106.7% | -9.2% |
| 5Y | -26.7% | -74.8% | +48.1% | -45.5% |
| All | +17.1% | -99.0% | +116.0% | -76.4% |
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