+139.4%
QLD vs BAX
-19.9%
+159.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | -10.3% | +12.1% | -22.4% | -12.7% |
| 30D | -26.1% | +7.6% | -33.7% | -27.4% |
| 3M | -17.8% | -4.5% | -13.3% | -17.0% |
| 6M | -15.6% | +52.0% | -67.6% | -25.1% |
| YTD | +5.4% | +35.1% | -29.8% | -4.6% |
| 1Y | +5.2% | +43.7% | -38.5% | -6.6% |
| 3Y | +139.4% | -20.9% | +160.4% | +146.0% |
| All | +139.4% | -19.9% | +159.4% | +146.0% |
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