+56.7%
BDX vs QID
-99.2%
+155.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.5% |
| 7D | -3.2% | +1.3% | -4.4% | -2.9% |
| 30D | -2.5% | +2.9% | -5.5% | -2.0% |
| 3M | +21.4% | -0.7% | +22.1% | +21.5% |
| 6M | +10.4% | -29.7% | +40.1% | +3.9% |
| YTD | +18.8% | -27.9% | +46.7% | +12.6% |
| 1Y | +21.7% | -34.6% | +56.3% | +13.5% |
| 3Y | -10.0% | -73.5% | +63.6% | -27.5% |
| 5Y | -1.8% | -81.0% | +79.2% | -21.5% |
| All | +56.7% | -99.2% | +155.8% | -41.8% |
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