+146.0%
QLD vs BAX
-18.0%
+163.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.7% | -2.5% |
| 7D | +7.0% | +0.1% | +6.9% | +7.0% |
| 30D | -14.3% | +4.1% | -18.4% | -15.2% |
| 3M | -16.0% | -4.5% | -11.5% | -15.1% |
| 6M | -14.2% | +49.2% | -63.5% | -23.4% |
| YTD | +12.8% | +35.2% | -22.5% | +2.1% |
| 1Y | +14.1% | +38.3% | -24.2% | +2.4% |
| 3Y | +146.0% | -19.0% | +165.0% | +147.3% |
| All | +146.0% | -18.0% | +163.9% | +147.3% |
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