-17.8%
QLD vs BIDU
-24.8%
+7.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +1.1% |
| 7D | -10.3% | +7.2% | -17.4% | -13.0% |
| 30D | -26.1% | -4.0% | -22.0% | -25.0% |
| 3M | -17.8% | -25.1% | +7.4% | -10.2% |
| All | -17.8% | -24.8% | +7.0% | -10.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling