+707.7%
BE vs QID
-97.5%
+805.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.2% |
| 7D | +20.5% | -11.8% | +32.3% | +10.3% |
| 30D | -23.4% | +14.2% | -37.6% | -10.2% |
| 3M | -14.9% | +8.8% | -23.6% | -2.4% |
| 6M | -28.1% | +1.5% | -29.6% | -15.3% |
| YTD | +132.4% | -23.8% | +156.2% | +132.1% |
| 1Y | +59.4% | -22.0% | +81.3% | +66.8% |
| 3Y | +1,815.8% | -71.9% | +1,887.7% | +1,087.1% |
| 5Y | +491.3% | -77.6% | +568.9% | +343.2% |
| All | +707.7% | -97.5% | +805.2% | +148.2% |
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