-24.2%
AR vs QID
-99.7%
+75.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.8% |
| 7D | +2.5% | -0.6% | +3.1% | +2.3% |
| 30D | +14.8% | 0.0% | +14.8% | +14.8% |
| 3M | +6.2% | +3.7% | +2.5% | +7.9% |
| 6M | +4.3% | -29.9% | +34.1% | -6.5% |
| YTD | +14.4% | -28.8% | +43.1% | +3.3% |
| 1Y | +21.3% | -37.2% | +58.5% | +6.0% |
| 3Y | +39.8% | -73.7% | +113.5% | -0.1% |
| 5Y | +142.1% | -80.7% | +222.8% | +75.3% |
| 10Y | +52.0% | -99.1% | +151.2% | -52.2% |
| All | -24.2% | -99.7% | +75.5% | -82.5% |
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