-80.8%
QID vs BAH
-3.7%
-77.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -1.9% | -1.3% | -0.6% | -2.2% |
| 30D | +1.7% | -6.6% | +8.3% | +0.1% |
| 3M | -3.9% | -7.2% | +3.2% | -6.2% |
| 6M | -30.0% | -10.0% | -20.0% | -32.1% |
| YTD | -28.2% | -12.5% | -15.8% | -30.4% |
| 1Y | -35.6% | -27.9% | -7.7% | -41.6% |
| 3Y | -74.3% | -31.4% | -42.9% | -74.6% |
| 5Y | -80.8% | -3.2% | -77.6% | -74.3% |
| All | -80.8% | -3.7% | -77.2% | -74.3% |
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