+1,628.2%
QLD vs BIDU
-47.5%
+1,675.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.7% | -1.5% |
| 7D | +0.6% | +2.4% | -1.9% | -0.5% |
| 30D | -0.1% | -10.5% | +10.3% | +4.4% |
| 3M | -8.4% | -26.2% | +17.8% | +4.3% |
| 6M | +32.2% | -16.4% | +48.6% | +41.0% |
| YTD | +28.9% | -23.9% | +52.8% | +41.6% |
| 1Y | +43.8% | +1.3% | +42.5% | +35.7% |
| 3Y | +176.6% | -32.1% | +208.7% | +197.2% |
| 5Y | +121.6% | -39.0% | +160.5% | +127.9% |
| All | +1,628.2% | -47.5% | +1,675.7% | +1,456.3% |
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