-99.1%
QID vs BLDR
+479.0%
-578.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +3.0% |
| 7D | -7.1% | -3.0% | -4.2% | -8.1% |
| 30D | +12.6% | +20.1% | -7.5% | +22.7% |
| 3M | +14.2% | -17.5% | +31.8% | +5.9% |
| 6M | +6.2% | -16.1% | +22.3% | +1.3% |
| YTD | -21.8% | -41.0% | +19.2% | -35.0% |
| 1Y | -23.1% | -41.6% | +18.5% | -36.1% |
| 3Y | -71.3% | -50.8% | -20.5% | -75.0% |
| 5Y | -77.0% | -10.8% | -66.2% | -66.7% |
| All | -99.1% | +479.0% | -578.1% | -96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling