-99.1%
QID vs BAH
+207.1%
-306.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.8% | -2.5% | +4.6% |
| 7D | +2.7% | +2.4% | +0.3% | +3.9% |
| 30D | +3.3% | -2.9% | +6.3% | +2.0% |
| 3M | -5.5% | -1.3% | -4.2% | -6.6% |
| 6M | -28.4% | -0.9% | -27.5% | -28.9% |
| YTD | -26.6% | -8.2% | -18.3% | -29.2% |
| 1Y | -34.1% | -24.0% | -10.2% | -42.9% |
| 3Y | -73.7% | -28.1% | -45.6% | -75.8% |
| 5Y | -80.7% | +2.5% | -83.2% | -74.7% |
| All | -99.1% | +207.1% | -306.2% | -97.5% |
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