+82.1%
QLD vs BIDU
-54.4%
+136.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.1% | -2.7% |
| 7D | +7.0% | -4.6% | +11.6% | +8.9% |
| 30D | -14.3% | -4.5% | -9.8% | -12.7% |
| 3M | -16.0% | -25.4% | +9.4% | -6.5% |
| 6M | -14.2% | -48.1% | +33.8% | +9.1% |
| YTD | +12.8% | -40.2% | +53.0% | +34.1% |
| 1Y | +14.1% | -35.2% | +49.3% | +31.1% |
| 3Y | +146.0% | -27.1% | +173.1% | +153.2% |
| All | +82.1% | -54.4% | +136.5% | +116.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling