+7,443.4%
QLD vs BIDU
+925.9%
+6,517.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +1.1% |
| 7D | -10.3% | +7.2% | -17.4% | -13.1% |
| 30D | -26.1% | -4.0% | -22.0% | -24.5% |
| 3M | -17.8% | -25.1% | +7.4% | -6.2% |
| 6M | -15.6% | -41.8% | +26.2% | +7.6% |
| YTD | +5.4% | -37.3% | +42.7% | +27.5% |
| 1Y | +5.2% | -35.6% | +40.8% | +24.9% |
| 3Y | +139.4% | -24.5% | +163.9% | +143.5% |
| 5Y | +66.7% | -48.3% | +115.0% | +83.5% |
| 10Y | +1,422.1% | -51.2% | +1,473.3% | +1,457.5% |
| All | +7,443.4% | +925.9% | +6,517.5% | +1,717.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling