+243.9%
BBY vs QID
-100.0%
+343.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.2% |
| 7D | +1.2% | -1.9% | +3.1% | +0.4% |
| 30D | +6.8% | +1.7% | +5.1% | +7.6% |
| 3M | +18.7% | -3.9% | +22.7% | +17.6% |
| 6M | +37.3% | -30.0% | +67.3% | +19.1% |
| YTD | +35.3% | -28.2% | +63.5% | +19.0% |
| 1Y | +20.7% | -35.6% | +56.3% | +2.2% |
| 3Y | +39.4% | -74.3% | +113.7% | -13.4% |
| 5Y | -1.5% | -80.8% | +79.3% | -36.4% |
| 10Y | +239.8% | -99.2% | +339.0% | -31.4% |
| All | +243.9% | -100.0% | +343.9% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling