+176.1%
QLD vs BAX
-32.5%
+208.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | +0.6% | -1.1% | +1.7% | +0.8% |
| 30D | -0.1% | -5.5% | +5.3% | +1.2% |
| 3M | -8.4% | +33.5% | -41.9% | -15.2% |
| 6M | +32.2% | +35.9% | -3.6% | +21.1% |
| YTD | +28.9% | +35.4% | -6.5% | +17.4% |
| 1Y | +43.8% | +9.8% | +34.1% | +37.9% |
| All | +176.1% | -32.5% | +208.6% | +190.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling