+672.3%
ALL vs QID
-100.0%
+772.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.5% |
| 7D | 0.0% | -0.6% | +0.7% | -0.2% |
| 30D | -1.5% | 0.0% | -1.5% | -1.5% |
| 3M | +23.6% | +3.7% | +19.9% | +25.2% |
| 6M | +22.3% | -29.9% | +52.2% | +8.4% |
| YTD | +26.5% | -28.8% | +55.3% | +12.8% |
| 1Y | +27.0% | -37.2% | +64.2% | +8.6% |
| 3Y | +149.6% | -73.7% | +223.3% | +63.2% |
| 5Y | +118.1% | -80.7% | +198.8% | +40.6% |
| 10Y | +369.0% | -99.1% | +468.1% | -6.4% |
| All | +672.3% | -100.0% | +772.3% | -64.8% |
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