+31.8%
BA vs QID
-99.0%
+130.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | -0.6% |
| 7D | +1.1% | +9.4% | -8.3% | +5.5% |
| 30D | -7.9% | +31.2% | -39.2% | +4.4% |
| 3M | -25.3% | +17.4% | -42.7% | -19.2% |
| 6M | -24.6% | +8.4% | -33.0% | -20.0% |
| YTD | -20.1% | -15.8% | -4.4% | -23.5% |
| 1Y | -11.8% | -16.3% | +4.6% | -15.3% |
| 3Y | -10.1% | -70.4% | +60.3% | -41.2% |
| 5Y | -22.7% | -74.8% | +52.0% | -43.2% |
| All | +31.8% | -99.0% | +130.7% | -64.1% |
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