-34.1%
BABA vs QLD
+1.8%
-35.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.3% | +0.6% |
| 7D | +11.6% | -10.3% | +21.9% | +14.4% |
| 30D | +2.3% | -26.1% | +28.3% | +11.5% |
| 3M | -13.7% | -17.8% | +4.1% | -9.4% |
| 6M | -21.9% | -15.6% | -6.3% | -20.1% |
| YTD | -24.6% | +5.4% | -30.0% | -31.3% |
| 1Y | -34.1% | +5.2% | -39.3% | -40.0% |
| All | -34.1% | +1.8% | -35.9% | -40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling