+1,631.1%
QLD vs BAX
-34.9%
+1,665.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.2% |
| 7D | +0.6% | -1.1% | +1.7% | +1.2% |
| 30D | -0.1% | -5.5% | +5.3% | +2.8% |
| 3M | -8.4% | +33.5% | -41.9% | -23.7% |
| 6M | +32.2% | +35.9% | -3.6% | +8.0% |
| YTD | +28.9% | +35.4% | -6.5% | +3.1% |
| 1Y | +43.8% | +9.8% | +34.1% | +28.6% |
| 3Y | +176.6% | -32.7% | +209.3% | +216.0% |
| 5Y | +121.6% | -65.6% | +187.1% | +343.4% |
| All | +1,631.1% | -34.9% | +1,665.9% | +2,020.2% |
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