+290.2%
BN vs QID
-99.0%
+389.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -0.5% |
| 7D | -1.0% | -7.1% | +6.2% | -3.8% |
| 30D | +14.0% | +12.6% | +1.3% | +20.7% |
| 3M | -9.0% | +14.2% | -23.3% | -2.6% |
| 6M | -8.8% | +6.2% | -15.0% | -4.3% |
| YTD | -10.3% | -21.8% | +11.5% | -16.1% |
| 1Y | -5.8% | -23.1% | +17.3% | -12.3% |
| 3Y | +94.8% | -71.3% | +166.1% | +34.2% |
| 5Y | +31.5% | -77.0% | +108.5% | -2.9% |
| All | +290.2% | -99.0% | +389.3% | +16.9% |
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