+86.6%
BP vs QID
-100.0%
+186.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.4% |
| 7D | +2.5% | -11.8% | +14.3% | -1.4% |
| 30D | -5.6% | +14.2% | -19.8% | -1.1% |
| 3M | +8.0% | +8.8% | -0.7% | +11.3% |
| 6M | +5.7% | +1.5% | +4.2% | +7.0% |
| YTD | +36.8% | -23.8% | +60.6% | +26.5% |
| 1Y | +30.7% | -22.0% | +52.7% | +21.9% |
| 3Y | +51.6% | -71.9% | +123.5% | +5.8% |
| 5Y | +112.2% | -77.6% | +189.8% | +52.0% |
| 10Y | +138.6% | -99.1% | +237.7% | -41.0% |
| All | +86.6% | -100.0% | +186.5% | -85.0% |
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