+1,520.2%
QLD vs BAH
+211.3%
+1,308.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.9% |
| 7D | -1.2% | -1.6% | +0.4% | -0.6% |
| 30D | -15.7% | +18.0% | -33.7% | -22.5% |
| 3M | -10.0% | +11.4% | -21.5% | -15.6% |
| 6M | -11.2% | +17.7% | -28.9% | -20.5% |
| YTD | +16.4% | +5.4% | +11.0% | +7.0% |
| 1Y | +12.7% | +2.8% | +9.9% | +4.4% |
| 3Y | +152.3% | -26.7% | +178.9% | +156.0% |
| 5Y | +91.8% | +8.1% | +83.7% | +39.6% |
| 10Y | +1,520.2% | +202.5% | +1,317.7% | +557.0% |
| All | +1,520.2% | +211.3% | +1,308.9% | +557.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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