-32.1%
BABA vs QLD
+90.1%
-122.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +4.1% |
| 7D | +4.3% | -9.4% | +13.7% | +8.4% |
| 30D | -5.0% | -17.1% | +12.1% | +2.3% |
| 3M | -18.4% | -10.4% | -8.0% | -15.2% |
| 6M | -20.3% | +0.7% | -21.0% | -22.2% |
| YTD | -27.5% | +17.7% | -45.3% | -34.1% |
| 1Y | -35.3% | +14.7% | -50.0% | -40.8% |
| 3Y | +31.2% | +169.6% | -138.5% | -23.6% |
| 5Y | -32.1% | +86.7% | -118.8% | -59.3% |
| All | -32.1% | +90.1% | -122.2% | -59.3% |
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