+44.3%
AR vs QID
-99.1%
+143.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.3% |
| 7D | -1.2% | -1.9% | +0.7% | -1.8% |
| 30D | +5.5% | +1.7% | +3.8% | +6.1% |
| 3M | +12.9% | -3.9% | +16.8% | +11.6% |
| 6M | +0.1% | -30.0% | +30.1% | -10.4% |
| YTD | +13.5% | -28.2% | +41.7% | +2.7% |
| 1Y | +21.6% | -35.6% | +57.2% | +6.9% |
| 3Y | +46.0% | -74.3% | +120.3% | +3.2% |
| 5Y | +143.7% | -80.8% | +224.6% | +75.8% |
| 10Y | +44.3% | -99.2% | +143.5% | -57.4% |
| All | +44.3% | -99.1% | +143.4% | -57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling