+142.2%
BP vs QID
-99.0%
+241.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +1.4% |
| 7D | +3.8% | -7.1% | +11.0% | +2.3% |
| 30D | -5.3% | +12.6% | -17.9% | -2.6% |
| 3M | +9.3% | +14.2% | -5.0% | +12.7% |
| 6M | +7.2% | +6.2% | +1.0% | +9.3% |
| YTD | +38.0% | -21.8% | +59.8% | +31.5% |
| 1Y | +33.2% | -23.1% | +56.3% | +26.5% |
| 3Y | +50.3% | -71.3% | +121.6% | +17.0% |
| 5Y | +114.1% | -77.0% | +191.1% | +72.2% |
| All | +142.2% | -99.0% | +241.2% | +7.4% |
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