+7,256.1%
QLD vs BAX
+84.7%
+7,171.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.2% | -9.5% | -10.5% |
| 7D | -18.6% | +9.1% | -27.7% | -23.5% |
| 30D | -28.3% | +5.3% | -33.6% | -31.3% |
| 3M | -20.4% | -6.1% | -14.3% | -17.8% |
| 6M | -14.3% | +53.3% | -67.6% | -39.9% |
| YTD | +2.8% | +34.4% | -31.7% | -23.6% |
| 1Y | -1.2% | +43.2% | -44.4% | -30.8% |
| 3Y | +135.3% | -20.1% | +155.5% | +128.8% |
| 5Y | +62.6% | -63.7% | +126.3% | +208.3% |
| 10Y | +1,384.3% | -36.3% | +1,420.6% | +1,518.9% |
| All | +7,256.1% | +84.7% | +7,171.4% | +3,990.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling