-30.6%
AR vs QID
-99.7%
+69.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -1.6% |
| 7D | -14.3% | +9.4% | -23.7% | -11.7% |
| 30D | +1.4% | +31.2% | -29.8% | +10.4% |
| 3M | +3.4% | +17.4% | -14.0% | +8.8% |
| 6M | -2.1% | +8.4% | -10.5% | +0.9% |
| YTD | +4.7% | -15.8% | +20.5% | -0.3% |
| 1Y | +10.6% | -16.3% | +26.9% | +5.4% |
| 3Y | +24.6% | -70.4% | +95.0% | -7.9% |
| 5Y | +71.9% | -74.8% | +146.7% | +35.4% |
| 10Y | +46.4% | -99.0% | +145.4% | -52.3% |
| All | -30.6% | -99.7% | +69.0% | -83.1% |
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