-100.0%
QID vs BB
-59.5%
-40.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +1.8% |
| 7D | -7.1% | +1.8% | -9.0% | -6.3% |
| 30D | +12.6% | +8.1% | +4.5% | +17.6% |
| 3M | +14.2% | -1.0% | +15.2% | +17.2% |
| 6M | +6.2% | +45.9% | -39.7% | +28.3% |
| YTD | -21.8% | +134.8% | -156.6% | +12.7% |
| 1Y | -23.1% | +104.6% | -127.7% | +6.2% |
| 3Y | -71.3% | +152.8% | -224.2% | -51.1% |
| 5Y | -77.0% | -17.4% | -59.5% | -66.9% |
| 10Y | -99.0% | +22.4% | -121.5% | -97.5% |
| All | -100.0% | -59.5% | -40.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling