+9,127.5%
QLD vs BIDU
+1,146.5%
+7,981.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.7% | -1.6% |
| 7D | +0.6% | +2.4% | -1.9% | -0.6% |
| 30D | -0.1% | -10.5% | +10.3% | +4.7% |
| 3M | -8.4% | -26.2% | +17.8% | +5.0% |
| 6M | +32.2% | -16.4% | +48.6% | +41.4% |
| YTD | +28.9% | -23.9% | +52.8% | +42.3% |
| 1Y | +43.8% | +1.3% | +42.5% | +35.4% |
| 3Y | +176.6% | -32.1% | +208.7% | +196.7% |
| 5Y | +121.6% | -39.0% | +160.5% | +124.4% |
| 10Y | +1,652.9% | -44.0% | +1,697.0% | +1,581.8% |
| All | +9,127.5% | +1,146.5% | +7,981.0% | +1,928.2% |
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