+45.0%
ADP vs QID
-80.7%
+125.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -0.9% |
| 7D | -5.7% | -1.9% | -3.7% | -6.0% |
| 30D | -3.1% | +1.7% | -4.8% | -2.7% |
| 3M | +15.6% | -3.9% | +19.5% | +14.7% |
| 6M | +20.8% | -30.0% | +50.8% | +11.4% |
| YTD | +4.7% | -28.2% | +33.0% | -2.5% |
| 1Y | -8.3% | -35.6% | +27.4% | -16.8% |
| 3Y | +13.6% | -74.3% | +87.8% | -16.4% |
| 5Y | +45.0% | -80.8% | +125.8% | +7.1% |
| All | +45.0% | -80.7% | +125.7% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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