-66.9%
BAX vs QID
-80.7%
+13.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.0% | -3.7% |
| 7D | -2.4% | -2.7% | +0.3% | -2.9% |
| 30D | -9.7% | +1.8% | -11.5% | -9.4% |
| 3M | +29.3% | -2.2% | +31.4% | +29.2% |
| 6M | +40.7% | -32.1% | +72.8% | +31.5% |
| YTD | +30.3% | -28.6% | +58.8% | +23.4% |
| 1Y | +3.4% | -36.3% | +39.7% | -3.8% |
| 3Y | -32.0% | -74.4% | +42.4% | -44.5% |
| 5Y | -66.9% | -80.8% | +13.9% | -74.1% |
| All | -66.9% | -80.7% | +13.8% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling