+15.7%
BABA vs QID
-99.0%
+114.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.0% |
| 7D | +2.4% | +1.8% | +0.6% | +3.2% |
| 30D | -7.8% | +21.6% | -29.4% | +0.5% |
| 3M | -22.4% | +12.6% | -35.0% | -17.9% |
| 6M | -26.0% | +6.9% | -32.9% | -22.3% |
| YTD | -29.3% | -20.5% | -8.8% | -33.6% |
| 1Y | -37.5% | -18.1% | -19.4% | -40.3% |
| 3Y | +31.9% | -70.7% | +102.6% | -12.3% |
| 5Y | -33.4% | -77.2% | +43.8% | -52.6% |
| 10Y | +15.7% | -99.0% | +114.7% | -77.6% |
| All | +15.7% | -99.0% | +114.7% | -77.6% |
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