+246.5%
BBY vs QID
-99.2%
+345.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +2.4% |
| 7D | +0.6% | +1.3% | -0.7% | +1.1% |
| 30D | +9.4% | +2.9% | +6.5% | +10.7% |
| 3M | +19.3% | -0.7% | +20.1% | +19.8% |
| 6M | +47.9% | -29.7% | +77.6% | +30.3% |
| YTD | +39.6% | -27.9% | +67.4% | +24.6% |
| 1Y | +22.2% | -34.6% | +56.8% | +5.9% |
| 3Y | +45.0% | -73.5% | +118.5% | -5.0% |
| 5Y | +2.6% | -81.0% | +83.6% | -31.4% |
| All | +246.5% | -99.2% | +345.7% | -9.8% |
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 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