-100.0%
QID vs BUD
+214.2%
-314.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.4% |
| 7D | -11.8% | -1.6% | -10.2% | -12.7% |
| 30D | +14.2% | +6.7% | +7.6% | +18.7% |
| 3M | +8.8% | +5.9% | +2.9% | +12.6% |
| 6M | +1.5% | +5.1% | -3.6% | +4.3% |
| YTD | -23.8% | +32.9% | -56.7% | -7.0% |
| 1Y | -22.0% | +31.8% | -53.8% | -5.4% |
| 3Y | -71.9% | +47.4% | -119.3% | -61.8% |
| 5Y | -77.6% | +50.8% | -128.4% | -65.4% |
| 10Y | -99.1% | -5.1% | -94.0% | -98.7% |
| All | -100.0% | +214.2% | -314.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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