+48.7%
ADP vs QID
-76.9%
+125.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.4% |
| 7D | +3.2% | +1.8% | +1.4% | +3.7% |
| 30D | +12.8% | +21.6% | -8.9% | +17.3% |
| 3M | +12.3% | +12.6% | -0.3% | +15.1% |
| 6M | +45.4% | +6.9% | +38.5% | +47.6% |
| YTD | +21.4% | -20.5% | +41.9% | +15.4% |
| 1Y | +23.7% | -18.1% | +41.8% | +18.6% |
| 3Y | +43.6% | -70.7% | +114.3% | +8.3% |
| 5Y | +48.7% | -77.2% | +126.0% | +14.1% |
| All | +48.7% | -76.9% | +125.6% | +14.1% |
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