+641.7%
BE vs QID
-97.4%
+739.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -3.3% |
| 7D | -13.4% | +1.8% | -15.1% | -9.8% |
| 30D | -33.9% | +21.6% | -55.5% | -18.9% |
| 3M | -12.0% | +12.6% | -24.6% | +3.4% |
| 6M | -29.0% | +6.9% | -35.9% | -13.2% |
| YTD | +113.4% | -20.5% | +133.9% | +119.4% |
| 1Y | +33.2% | -18.1% | +51.3% | +44.3% |
| 3Y | +1,659.2% | -70.7% | +1,729.9% | +1,022.1% |
| 5Y | +461.4% | -77.2% | +538.6% | +324.7% |
| All | +641.7% | -97.4% | +739.1% | +134.6% |
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