+114.8%
ALL vs QID
-80.7%
+195.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.6% | -2.3% |
| 7D | -1.7% | -2.7% | +1.0% | -1.9% |
| 30D | -4.7% | +1.8% | -6.5% | -4.5% |
| 3M | +18.4% | -2.2% | +20.5% | +18.3% |
| 6M | +20.5% | -32.1% | +52.6% | +15.7% |
| YTD | +23.5% | -28.6% | +52.1% | +19.4% |
| 1Y | +29.0% | -36.3% | +65.3% | +23.0% |
| 3Y | +153.7% | -74.4% | +228.1% | +117.9% |
| 5Y | +114.8% | -80.8% | +195.6% | +76.3% |
| All | +114.8% | -80.7% | +195.5% | +76.3% |
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