+1,502.1%
QLD vs BAX
-35.8%
+1,538.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.7% | -2.6% |
| 7D | +7.0% | +0.1% | +6.9% | +7.0% |
| 30D | -14.3% | +4.1% | -18.4% | -16.5% |
| 3M | -16.0% | -4.5% | -11.5% | -14.4% |
| 6M | -14.2% | +49.2% | -63.5% | -33.6% |
| YTD | +12.8% | +35.2% | -22.5% | -10.3% |
| 1Y | +14.1% | +38.3% | -24.2% | -11.0% |
| 3Y | +146.0% | -19.0% | +165.0% | +144.1% |
| 5Y | +82.0% | -64.2% | +146.2% | +252.5% |
| All | +1,502.1% | -35.8% | +1,538.0% | +1,956.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling