+81.5%
BP vs QID
-100.0%
+181.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.4% |
| 7D | -6.3% | +1.8% | -8.1% | -5.5% |
| 30D | -3.6% | +21.6% | -25.2% | +2.9% |
| 3M | +5.2% | +12.6% | -7.4% | +9.6% |
| 6M | +5.3% | +6.9% | -1.6% | +8.4% |
| YTD | +33.1% | -20.5% | +53.6% | +24.6% |
| 1Y | +26.3% | -18.1% | +44.4% | +19.6% |
| 3Y | +47.5% | -70.7% | +118.2% | +4.3% |
| 5Y | +106.2% | -77.2% | +183.4% | +48.0% |
| 10Y | +127.0% | -99.0% | +226.0% | -43.2% |
| All | +81.5% | -100.0% | +181.5% | -85.2% |
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