+62.6%
QLD vs BAH
+12.6%
+50.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.2% | -13.9% | -13.0% |
| 7D | -18.6% | +6.0% | -24.6% | -19.7% |
| 30D | -28.3% | +31.1% | -59.4% | -32.7% |
| 3M | -20.4% | +25.2% | -45.5% | -24.7% |
| 6M | -14.3% | +18.9% | -33.2% | -18.4% |
| YTD | +2.8% | +8.3% | -5.5% | -1.0% |
| 1Y | -1.2% | +6.2% | -7.4% | -4.5% |
| 3Y | +135.3% | -22.8% | +158.1% | +134.0% |
| 5Y | +62.6% | +13.6% | +49.0% | +17.3% |
| All | +62.6% | +12.6% | +50.0% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling