-99.1%
QID vs BAH
+198.8%
-297.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.5% |
| 7D | -7.1% | +1.7% | -8.9% | -6.4% |
| 30D | +12.6% | +20.8% | -8.1% | +22.7% |
| 3M | +14.2% | +11.6% | +2.7% | +20.0% |
| 6M | +6.2% | +23.1% | -16.9% | +16.9% |
| YTD | -21.8% | +5.3% | -27.1% | -19.9% |
| 1Y | -23.1% | +6.1% | -29.3% | -20.7% |
| 3Y | -71.3% | -27.5% | -43.8% | -74.8% |
| 5Y | -77.0% | +6.2% | -83.2% | -70.4% |
| All | -99.1% | +198.8% | -297.8% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling