+33.2%
BN vs QID
-80.7%
+113.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.7% |
| 7D | -3.0% | -1.9% | -1.1% | -3.8% |
| 30D | -13.0% | +1.7% | -14.7% | -12.2% |
| 3M | -15.2% | -3.9% | -11.3% | -15.8% |
| 6M | -5.9% | -30.0% | +24.1% | -18.7% |
| YTD | -15.8% | -28.2% | +12.4% | -25.8% |
| 1Y | -12.2% | -35.6% | +23.5% | -25.6% |
| 3Y | +72.2% | -74.3% | +146.5% | +7.5% |
| 5Y | +33.2% | -80.8% | +114.0% | -14.3% |
| All | +33.2% | -80.7% | +113.9% | -14.3% |
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