+39.4%
BP vs QID
-33.5%
+72.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.6% |
| 7D | +5.7% | +2.7% | +3.0% | +5.4% |
| 30D | +8.1% | +3.3% | +4.7% | +7.7% |
| 3M | +8.6% | -5.5% | +14.1% | +8.8% |
| 6M | +18.1% | -28.4% | +46.5% | +21.0% |
| YTD | +37.6% | -26.6% | +64.2% | +40.9% |
| 1Y | +39.4% | -34.1% | +73.5% | +47.0% |
| All | +39.4% | -33.5% | +72.9% | +47.0% |
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