-24.6%
BA vs QID
+5.8%
-30.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | 0.0% |
| 7D | +1.1% | +9.4% | -8.3% | +3.2% |
| 30D | -7.9% | +31.2% | -39.2% | -1.4% |
| 3M | -25.3% | +17.4% | -42.7% | -22.2% |
| 6M | -24.6% | +8.4% | -33.0% | -25.8% |
| All | -24.6% | +5.8% | -30.4% | -25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling