+135.7%
BP vs QID
-99.1%
+234.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +0.6% |
| 7D | -0.8% | -1.1% | +0.4% | -0.7% |
| 30D | -3.1% | +14.4% | -17.5% | 0.0% |
| 3M | +6.2% | +6.7% | -0.5% | +7.9% |
| 6M | +4.8% | +2.6% | +2.2% | +6.0% |
| YTD | +35.2% | -24.2% | +59.3% | +27.9% |
| 1Y | +27.4% | -22.3% | +49.7% | +21.5% |
| 3Y | +49.8% | -72.0% | +121.8% | +16.0% |
| 5Y | +109.4% | -78.2% | +187.6% | +66.2% |
| 10Y | +135.7% | -99.1% | +234.8% | +2.3% |
| All | +135.7% | -99.1% | +234.8% | +2.3% |
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