+1,520.2%
QLD vs BAX
-35.7%
+1,556.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.8% |
| 7D | -1.2% | -0.6% | -0.6% | -0.6% |
| 30D | -15.7% | +6.3% | -22.0% | -18.7% |
| 3M | -10.0% | -4.6% | -5.5% | -8.3% |
| 6M | -11.2% | +50.4% | -61.6% | -31.6% |
| YTD | +16.4% | +38.0% | -21.7% | -8.4% |
| 1Y | +12.7% | +44.6% | -31.9% | -14.4% |
| 3Y | +152.3% | -15.1% | +167.4% | +142.3% |
| 5Y | +91.8% | -63.3% | +155.1% | +265.6% |
| 10Y | +1,520.2% | -34.4% | +1,554.6% | +1,973.8% |
| All | +1,520.2% | -35.7% | +1,556.0% | +1,973.8% |
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