+28.1%
BA vs QID
-99.0%
+127.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.8% | +6.3% | -3.6% |
| 7D | -1.7% | -0.8% | -0.9% | -1.7% |
| 30D | -9.5% | +20.1% | -29.5% | -1.3% |
| 3M | -26.5% | +11.8% | -38.3% | -22.1% |
| 6M | -27.4% | +5.5% | -32.9% | -23.8% |
| YTD | -20.6% | -21.5% | +0.9% | -26.2% |
| 1Y | -11.4% | -22.6% | +11.2% | -17.9% |
| 3Y | -10.8% | -72.3% | +61.5% | -43.3% |
| 5Y | -21.9% | -76.9% | +55.0% | -44.8% |
| 10Y | +28.1% | -99.0% | +127.2% | -66.1% |
| All | +28.1% | -99.0% | +127.2% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling