+35.9%
BN vs QID
-76.9%
+112.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -0.8% |
| 7D | +4.3% | +1.8% | +2.5% | +5.7% |
| 30D | +14.3% | +21.6% | -7.3% | +25.9% |
| 3M | -4.1% | +12.6% | -16.7% | +2.4% |
| 6M | -9.7% | +6.9% | -16.6% | -4.7% |
| YTD | -7.1% | -20.5% | +13.4% | -13.5% |
| 1Y | -7.4% | -18.1% | +10.7% | -12.0% |
| 3Y | +102.3% | -70.7% | +173.0% | +34.0% |
| 5Y | +35.9% | -77.2% | +113.2% | -6.0% |
| All | +35.9% | -76.9% | +112.9% | -6.0% |
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