+84.4%
AGG vs QID
-100.0%
+184.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -0.7% |
| 7D | -0.9% | +2.7% | -3.7% | -0.9% |
| 30D | -1.0% | +3.3% | -4.3% | -1.0% |
| 3M | -1.3% | -5.5% | +4.2% | -1.3% |
| 6M | -2.1% | -28.4% | +26.3% | -2.1% |
| YTD | -1.2% | -26.6% | +25.3% | -1.2% |
| 1Y | -0.5% | -34.1% | +33.6% | -0.5% |
| 3Y | +12.4% | -73.7% | +86.1% | +12.6% |
| 5Y | -2.4% | -80.7% | +78.3% | -2.5% |
| 10Y | +14.3% | -99.1% | +113.5% | +18.5% |
| All | +84.4% | -100.0% | +184.4% | +95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling