+75.6%
BN vs QID
-74.5%
+150.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.4% |
| 7D | -1.2% | -2.7% | +1.6% | -2.4% |
| 30D | -10.9% | +1.8% | -12.7% | -10.0% |
| 3M | -11.1% | -2.2% | -8.9% | -11.0% |
| 6M | -4.4% | -32.1% | +27.8% | -19.7% |
| YTD | -14.1% | -28.6% | +14.4% | -25.4% |
| 1Y | -11.1% | -36.3% | +25.3% | -26.3% |
| 3Y | +75.6% | -74.4% | +150.0% | -0.6% |
| All | +75.6% | -74.5% | +150.0% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling