-77.0%
QID vs BAH
+6.1%
-83.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.6% |
| 7D | -7.1% | +1.7% | -8.9% | -6.8% |
| 30D | +12.6% | +20.8% | -8.1% | +17.5% |
| 3M | +14.2% | +11.6% | +2.7% | +17.0% |
| 6M | +6.2% | +23.1% | -16.9% | +11.3% |
| YTD | -21.8% | +5.3% | -27.1% | -21.0% |
| 1Y | -23.1% | +6.1% | -29.3% | -21.9% |
| 3Y | -71.3% | -27.5% | -43.8% | -72.8% |
| All | -77.0% | +6.1% | -83.1% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling