-99.9%
QID vs BAH
+886.2%
-986.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -1.0% |
| 7D | -0.6% | -3.2% | +2.6% | -2.2% |
| 30D | 0.0% | +2.0% | -2.0% | +1.1% |
| 3M | +3.7% | -7.6% | +11.4% | -0.4% |
| 6M | -29.9% | -5.7% | -24.2% | -31.8% |
| YTD | -28.8% | -11.7% | -17.0% | -32.4% |
| 1Y | -37.2% | -27.4% | -9.8% | -46.1% |
| 3Y | -73.7% | -32.5% | -41.2% | -76.8% |
| 5Y | -80.7% | -3.3% | -77.4% | -77.2% |
| 10Y | -99.1% | +186.0% | -285.1% | -97.8% |
| All | -99.9% | +886.2% | -986.1% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling