+1,418.0%
QLD vs BIDU
-51.3%
+1,469.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.0% | +7.8% | +7.3% |
| 7D | -1.4% | +5.4% | -6.8% | -3.7% |
| 30D | -19.6% | -5.0% | -14.5% | -17.6% |
| 3M | -14.1% | -26.1% | +12.0% | -2.3% |
| 6M | -13.6% | -42.6% | +28.9% | +9.2% |
| YTD | +12.5% | -38.0% | +50.5% | +35.3% |
| 1Y | +13.1% | -35.7% | +48.8% | +33.1% |
| 3Y | +154.7% | -22.9% | +177.7% | +155.7% |
| 5Y | +81.1% | -49.9% | +130.9% | +104.7% |
| 10Y | +1,418.0% | -52.0% | +1,469.9% | +1,299.3% |
| All | +1,418.0% | -51.3% | +1,469.3% | +1,299.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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