-10.7%
BDX vs QID
-73.3%
+62.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.2% | -1.7% |
| 7D | -5.4% | +2.7% | -8.2% | -5.2% |
| 30D | -2.2% | +3.3% | -5.5% | -1.9% |
| 3M | +20.1% | -5.5% | +25.6% | +19.5% |
| 6M | +9.1% | -28.4% | +37.5% | +5.0% |
| YTD | +17.9% | -26.6% | +44.4% | +13.9% |
| 1Y | +22.1% | -34.1% | +56.2% | +16.7% |
| All | -10.7% | -73.3% | +62.6% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling