+7,786.6%
QLD vs BAH
+886.2%
+6,900.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.0% |
| 7D | +0.6% | -3.2% | +3.8% | +2.1% |
| 30D | -0.1% | +2.0% | -2.1% | -1.3% |
| 3M | -8.4% | -7.6% | -0.7% | -6.4% |
| 6M | +32.2% | -5.7% | +37.9% | +31.7% |
| YTD | +28.9% | -11.7% | +40.6% | +30.3% |
| 1Y | +43.8% | -27.4% | +71.2% | +59.0% |
| 3Y | +176.6% | -32.5% | +209.1% | +193.4% |
| 5Y | +121.6% | -3.3% | +124.9% | +84.3% |
| 10Y | +1,652.9% | +186.0% | +1,466.9% | +752.5% |
| All | +7,786.6% | +886.2% | +6,900.4% | +1,909.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling