+36.6%
BP vs QID
-21.1%
+57.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.3% | -3.9% |
| 7D | -8.4% | +9.8% | -18.2% | -9.9% |
| 30D | +2.2% | +18.9% | -16.7% | -0.6% |
| 3M | +8.8% | +9.6% | -0.8% | +7.0% |
| 6M | -0.5% | -7.8% | +7.3% | 0.0% |
| YTD | +36.2% | -23.3% | +59.5% | +39.6% |
| 1Y | +36.6% | -22.0% | +58.6% | +40.7% |
| All | +36.6% | -21.1% | +57.7% | +40.7% |
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