-38.3%
BAX vs QID
-99.1%
+60.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -0.3% |
| 7D | -5.4% | +2.7% | -8.2% | -4.8% |
| 30D | -12.4% | +3.3% | -15.7% | -11.6% |
| 3M | +19.1% | -5.5% | +24.6% | +18.1% |
| 6M | +38.6% | -28.4% | +67.0% | +29.1% |
| YTD | +26.7% | -26.6% | +53.3% | +19.3% |
| 1Y | +1.0% | -34.1% | +35.2% | -6.9% |
| 3Y | -33.9% | -73.7% | +39.8% | -49.1% |
| 5Y | -67.0% | -80.7% | +13.6% | -74.6% |
| All | -38.3% | -99.1% | +60.8% | -79.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling