-27.6%
AR vs QID
-99.7%
+72.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.6% | +9.9% | +2.6% |
| 7D | -5.8% | +1.8% | -7.5% | -5.0% |
| 30D | +4.8% | +21.6% | -16.8% | +11.6% |
| 3M | +1.5% | +12.6% | -11.1% | +5.6% |
| 6M | +4.7% | +6.9% | -2.2% | +7.6% |
| YTD | +9.2% | -20.5% | +29.7% | +2.3% |
| 1Y | +11.2% | -18.1% | +29.3% | +5.5% |
| 3Y | +46.2% | -70.7% | +116.9% | +8.0% |
| 5Y | +98.1% | -77.2% | +175.3% | +51.1% |
| 10Y | +54.5% | -99.0% | +153.6% | -49.9% |
| All | -27.6% | -99.7% | +72.0% | -82.7% |
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