+15.7%
BABA vs QLD
+1,387.1%
-1,371.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.0% |
| 7D | +2.4% | -3.8% | +6.1% | +3.1% |
| 30D | -7.8% | -20.5% | +12.8% | +0.4% |
| 3M | -22.4% | -14.6% | -7.7% | -18.3% |
| 6M | -26.0% | -14.7% | -11.3% | -23.1% |
| YTD | -29.3% | +11.2% | -40.5% | -34.8% |
| 1Y | -37.5% | +7.1% | -44.6% | -41.6% |
| 3Y | +31.9% | +141.1% | -109.2% | -18.9% |
| 5Y | -33.4% | +84.3% | -117.7% | -57.0% |
| 10Y | +15.7% | +1,450.1% | -1,434.4% | -79.5% |
| All | +15.7% | +1,387.1% | -1,371.4% | -79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling