+676.9%
ALL vs QID
-100.0%
+776.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +3.3% |
| 7D | -0.1% | +1.8% | -1.9% | +0.7% |
| 30D | +13.8% | +21.6% | -7.8% | +21.7% |
| 3M | -2.8% | +12.6% | -15.4% | +1.3% |
| 6M | +23.7% | +6.9% | +16.8% | +26.5% |
| YTD | +27.3% | -20.5% | +47.8% | +17.9% |
| 1Y | +30.5% | -18.1% | +48.6% | +22.4% |
| 3Y | +113.0% | -70.7% | +183.7% | +44.0% |
| 5Y | +157.6% | -77.2% | +234.8% | +76.4% |
| 10Y | +368.4% | -99.0% | +467.4% | -3.5% |
| All | +676.9% | -100.0% | +776.9% | -63.2% |
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