+152.2%
QLD vs BIDU
-27.9%
+180.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.0% | +0.2% |
| 7D | +12.5% | -2.3% | +14.8% | +13.3% |
| 30D | -15.7% | -7.3% | -8.4% | -13.5% |
| 3M | -11.9% | -26.0% | +14.0% | -3.2% |
| 6M | -10.3% | -44.5% | +34.3% | +7.7% |
| YTD | +15.6% | -40.6% | +56.2% | +34.3% |
| 1Y | +12.1% | -39.8% | +51.9% | +29.3% |
| All | +152.2% | -27.9% | +180.0% | +153.0% |
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