+119.6%
BHP vs QID
-76.9%
+196.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -0.5% |
| 7D | -0.5% | -7.1% | +6.6% | -2.5% |
| 30D | -4.5% | +12.6% | -17.2% | -0.2% |
| 3M | -6.9% | +14.2% | -21.1% | -1.9% |
| 6M | -10.6% | +6.2% | -16.7% | -6.3% |
| YTD | +37.2% | -21.8% | +59.0% | +33.1% |
| 1Y | +48.0% | -23.1% | +71.2% | +43.2% |
| 3Y | +52.6% | -71.3% | +123.9% | +19.8% |
| All | +119.6% | -76.9% | +196.5% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling