-80.7%
QID vs BLDR
+7.7%
-88.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.9% | +6.3% | +0.5% |
| 7D | +2.7% | -8.1% | +10.9% | -1.2% |
| 30D | +3.3% | -21.5% | +24.8% | -7.5% |
| 3M | -5.5% | -21.0% | +15.4% | -13.8% |
| 6M | -28.4% | -37.1% | +8.6% | -40.5% |
| YTD | -26.6% | -42.7% | +16.1% | -41.1% |
| 1Y | -34.1% | -58.0% | +23.8% | -54.8% |
| 3Y | -73.7% | -57.8% | -15.8% | -78.5% |
| 5Y | -80.7% | +10.3% | -91.0% | -58.0% |
| All | -80.7% | +7.7% | -88.4% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling