+78.4%
BP vs QID
-100.0%
+178.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.4% |
| 7D | +3.9% | -0.6% | +4.6% | +3.7% |
| 30D | +7.6% | 0.0% | +7.6% | +7.6% |
| 3M | +0.7% | +3.7% | -3.0% | +2.4% |
| 6M | +15.5% | -29.9% | +45.3% | +3.3% |
| YTD | +30.8% | -28.8% | +59.6% | +17.9% |
| 1Y | +34.3% | -37.2% | +71.5% | +16.5% |
| 3Y | +35.1% | -73.7% | +108.8% | -7.8% |
| 5Y | +126.8% | -80.7% | +207.6% | +53.7% |
| 10Y | +123.4% | -99.1% | +222.5% | -45.8% |
| All | +78.4% | -100.0% | +178.4% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling