-35.1%
AUR vs QID
-80.8%
+45.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | -0.1% |
| 7D | +1.4% | +1.3% | +0.1% | +2.7% |
| 30D | -6.4% | +2.9% | -9.4% | -3.0% |
| 3M | +7.7% | -0.7% | +8.4% | +11.8% |
| 6M | +44.5% | -29.7% | +74.2% | +13.9% |
| YTD | +67.4% | -27.9% | +95.3% | +37.4% |
| 1Y | +15.4% | -34.6% | +50.0% | -11.0% |
| 3Y | +94.8% | -73.5% | +168.4% | -8.9% |
| All | -35.1% | -80.8% | +45.6% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling