-16.2%
BN vs QID
-34.8%
+18.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | -0.2% |
| 7D | -5.2% | +1.3% | -6.5% | -4.7% |
| 30D | -14.5% | +2.9% | -17.4% | -13.4% |
| 3M | -15.0% | -0.7% | -14.3% | -14.5% |
| 6M | -5.4% | -29.7% | +24.3% | -19.6% |
| YTD | -16.4% | -27.9% | +11.4% | -27.5% |
| 1Y | -16.2% | -34.6% | +18.3% | -31.4% |
| All | -16.2% | -34.8% | +18.6% | -31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling