+16.7%
BABA vs QID
-99.1%
+115.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.4% |
| 7D | -0.2% | -2.7% | +2.6% | -1.3% |
| 30D | -12.3% | +1.8% | -14.1% | -11.7% |
| 3M | -5.3% | -2.2% | -3.2% | -5.3% |
| 6M | -13.1% | -32.1% | +19.1% | -24.6% |
| YTD | -22.4% | -28.6% | +6.1% | -30.8% |
| 1Y | -19.5% | -36.3% | +16.8% | -30.8% |
| 3Y | +32.9% | -74.4% | +107.4% | -16.9% |
| 5Y | -29.9% | -80.8% | +50.9% | -53.8% |
| 10Y | +16.7% | -99.1% | +115.8% | -78.5% |
| All | +16.7% | -99.1% | +115.8% | -78.5% |
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