+1,351.8%
QLD vs BAH
+220.7%
+1,131.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.4% | +7.0% | +4.5% |
| 7D | -10.3% | -3.5% | -6.7% | -9.0% |
| 30D | -26.1% | +24.3% | -50.3% | -33.7% |
| 3M | -17.8% | +16.3% | -34.1% | -24.5% |
| 6M | -15.6% | +13.6% | -29.1% | -23.1% |
| YTD | +5.4% | +3.5% | +1.9% | -2.3% |
| 1Y | +5.2% | +2.7% | +2.5% | -2.7% |
| 3Y | +139.4% | -26.6% | +166.0% | +141.5% |
| 5Y | +66.7% | +8.5% | +58.2% | +20.4% |
| All | +1,351.8% | +220.7% | +1,131.1% | +475.5% |
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