+14.7%
QLD vs BAX
+46.0%
-31.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +1.2% |
| 7D | -9.4% | +4.1% | -13.5% | -10.0% |
| 30D | -17.1% | +9.4% | -26.5% | -18.3% |
| 3M | -10.4% | -6.5% | -3.9% | -9.5% |
| 6M | +0.7% | +59.6% | -58.9% | -8.4% |
| YTD | +17.7% | +38.9% | -21.1% | +11.2% |
| 1Y | +14.7% | +48.0% | -33.3% | +8.3% |
| All | +14.7% | +46.0% | -31.4% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling