+139.4%
QLD vs BIDU
-25.8%
+165.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +1.5% |
| 7D | -10.3% | +7.2% | -17.4% | -12.3% |
| 30D | -26.1% | -4.0% | -22.0% | -25.0% |
| 3M | -17.8% | -25.1% | +7.4% | -9.9% |
| 6M | -15.6% | -41.8% | +26.2% | -0.3% |
| YTD | +5.4% | -37.3% | +42.7% | +20.4% |
| 1Y | +5.2% | -35.6% | +40.8% | +18.8% |
| 3Y | +139.4% | -24.5% | +163.9% | +136.7% |
| All | +139.4% | -25.8% | +165.3% | +136.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling