+37.8%
AR vs QID
-69.7%
+107.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -1.4% |
| 7D | -14.3% | +9.4% | -23.7% | -12.4% |
| 30D | +1.4% | +31.2% | -29.8% | +8.1% |
| 3M | +3.4% | +17.4% | -14.0% | +7.3% |
| 6M | -2.1% | +8.4% | -10.5% | -0.3% |
| YTD | +4.7% | -15.8% | +20.5% | -1.3% |
| 1Y | +10.6% | -16.3% | +26.9% | +4.3% |
| All | +37.8% | -69.7% | +107.5% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling