-31.3%
BABA vs QLD
+121.5%
-152.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.1% |
| 7D | -4.8% | +0.6% | -5.3% | -5.0% |
| 30D | -11.9% | -0.1% | -11.8% | -12.1% |
| 3M | -9.3% | -8.4% | -0.9% | -7.2% |
| 6M | -14.2% | +32.2% | -46.5% | -25.2% |
| YTD | -22.0% | +28.9% | -50.9% | -31.4% |
| 1Y | -12.7% | +43.8% | -56.5% | -26.8% |
| 3Y | +26.7% | +176.6% | -149.9% | -26.1% |
| All | -31.3% | +121.5% | -152.8% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling