-71.3%
QID vs BB
+147.9%
-219.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +1.9% |
| 7D | -7.1% | +1.8% | -9.0% | -6.4% |
| 30D | +12.6% | +8.1% | +4.5% | +16.8% |
| 3M | +14.2% | -1.0% | +15.2% | +16.9% |
| 6M | +6.2% | +45.9% | -39.7% | +24.6% |
| YTD | -21.8% | +134.8% | -156.6% | +7.5% |
| 1Y | -23.1% | +104.6% | -127.7% | +1.9% |
| 3Y | -71.3% | +152.8% | -224.2% | -52.6% |
| All | -71.3% | +147.9% | -219.2% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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