+15.6%
BABA vs QLD
+1,338.5%
-1,322.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -12.7% | +15.4% | +8.0% |
| 7D | +8.6% | -18.6% | +27.1% | +17.4% |
| 30D | -1.1% | -28.3% | +27.2% | +12.6% |
| 3M | -15.9% | -20.4% | +4.5% | -8.7% |
| 6M | -17.5% | -14.3% | -3.3% | -14.4% |
| YTD | -25.6% | +2.8% | -28.4% | -28.9% |
| 1Y | -33.8% | -1.2% | -32.6% | -35.9% |
| 3Y | +34.6% | +135.3% | -100.7% | -16.4% |
| 5Y | -27.7% | +62.6% | -90.2% | -50.6% |
| All | +15.6% | +1,338.5% | -1,322.9% | -78.4% |
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