-74.4%
QID vs BAH
-32.1%
-42.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.2% |
| 7D | -2.7% | -4.3% | +1.6% | -3.2% |
| 30D | +1.8% | -4.5% | +6.3% | +1.3% |
| 3M | -2.2% | -7.6% | +5.4% | -3.7% |
| 6M | -32.1% | -10.6% | -21.5% | -33.5% |
| YTD | -28.6% | -12.6% | -16.0% | -29.9% |
| 1Y | -36.3% | -27.0% | -9.3% | -39.7% |
| 3Y | -74.4% | -31.5% | -42.9% | -73.1% |
| All | -74.4% | -32.1% | -42.3% | -73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling