+176.1%
QLD vs BIDU
-30.8%
+206.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.7% | -1.0% |
| 7D | +0.6% | +2.4% | -1.9% | -0.3% |
| 30D | -0.1% | -10.5% | +10.3% | +3.3% |
| 3M | -8.4% | -26.2% | +17.8% | +0.9% |
| 6M | +32.2% | -16.4% | +48.6% | +38.9% |
| YTD | +28.9% | -23.9% | +52.8% | +38.5% |
| 1Y | +43.8% | +1.3% | +42.5% | +38.8% |
| All | +176.1% | -30.8% | +206.9% | +195.7% |
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