+1,351.8%
QLD vs BAX
-36.8%
+1,388.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.3% |
| 7D | -10.3% | +12.1% | -22.4% | -15.7% |
| 30D | -26.1% | +7.6% | -33.7% | -29.2% |
| 3M | -17.8% | -4.5% | -13.3% | -16.3% |
| 6M | -15.6% | +52.0% | -67.6% | -35.4% |
| YTD | +5.4% | +35.1% | -29.8% | -16.1% |
| 1Y | +5.2% | +43.7% | -38.5% | -19.9% |
| 3Y | +139.4% | -20.9% | +160.4% | +141.9% |
| 5Y | +66.7% | -63.5% | +130.3% | +215.1% |
| All | +1,351.8% | -36.8% | +1,388.6% | +1,892.2% |
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