+28.2%
BABA vs QLD
+2,172.1%
-2,144.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.5% |
| YTD | -22.0% | +28.9% | -50.9% | -31.7% |
| 1Y | -12.7% | +43.8% | -56.5% | -27.2% |
| 3Y | +26.7% | +176.6% | -149.9% | -26.3% |
| 5Y | -29.3% | +121.6% | -150.9% | -57.6% |
| 10Y | +21.2% | +1,652.9% | -1,631.7% | -76.7% |
| All | +28.2% | +2,172.1% | -2,144.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling