-63.1%
BAX vs QID
-76.9%
+13.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.3% |
| 7D | +3.6% | +1.8% | +1.9% | +4.3% |
| 30D | +8.5% | +21.6% | -13.1% | +13.1% |
| 3M | -4.9% | +12.6% | -17.5% | -2.1% |
| 6M | +47.0% | +6.9% | +40.1% | +50.3% |
| YTD | +38.4% | -20.5% | +59.0% | +34.4% |
| 1Y | +49.1% | -18.1% | +67.2% | +45.7% |
| 3Y | -14.9% | -70.7% | +55.8% | -28.8% |
| 5Y | -63.1% | -77.2% | +14.1% | -70.4% |
| All | -63.1% | -76.9% | +13.8% | -70.4% |
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