+672.3%
BNY vs QID
-100.0%
+772.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | +1.1% |
| 7D | -1.1% | +2.7% | -3.8% | +0.2% |
| 30D | +1.4% | +3.3% | -1.9% | +3.1% |
| 3M | +16.8% | -5.5% | +22.3% | +14.7% |
| 6M | +42.0% | -28.4% | +70.4% | +23.3% |
| YTD | +41.9% | -26.6% | +68.5% | +25.5% |
| 1Y | +59.2% | -34.1% | +93.3% | +34.6% |
| 3Y | +290.9% | -73.7% | +364.6% | +130.3% |
| 5Y | +259.0% | -80.7% | +339.7% | +112.3% |
| 10Y | +413.0% | -99.1% | +512.2% | -37.2% |
| All | +672.3% | -100.0% | +772.3% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling