+133.9%
BP vs QID
-99.1%
+233.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.9% |
| 7D | +4.0% | -1.9% | +5.9% | +3.5% |
| 30D | +7.8% | +1.7% | +6.1% | +8.2% |
| 3M | +8.4% | -3.9% | +12.3% | +7.7% |
| 6M | +15.1% | -30.0% | +45.0% | +6.5% |
| YTD | +36.4% | -28.2% | +64.6% | +27.2% |
| 1Y | +40.9% | -35.6% | +76.5% | +28.4% |
| 3Y | +38.8% | -74.3% | +113.1% | +5.4% |
| 5Y | +141.1% | -80.8% | +221.9% | +84.5% |
| 10Y | +133.9% | -99.2% | +233.1% | -12.7% |
| All | +133.9% | -99.1% | +233.0% | -12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling