+135.8%
BP vs QID
-80.7%
+216.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.2% | +2.5% |
| 7D | +0.9% | -2.7% | +3.7% | +0.6% |
| 30D | +9.1% | +1.8% | +7.3% | +9.4% |
| 3M | +3.9% | -2.2% | +6.1% | +3.8% |
| 6M | +13.6% | -32.1% | +45.8% | +7.7% |
| YTD | +34.0% | -28.6% | +62.6% | +28.3% |
| 1Y | +39.2% | -36.3% | +75.5% | +31.0% |
| 3Y | +36.4% | -74.4% | +110.8% | +14.1% |
| 5Y | +135.8% | -80.8% | +216.6% | +96.4% |
| All | +135.8% | -80.7% | +216.5% | +96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling