+214.8%
B vs QID
-99.0%
+313.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.2% |
| 7D | -7.3% | -7.1% | -0.2% | -8.4% |
| 30D | -3.3% | +12.6% | -16.0% | -0.9% |
| 3M | -7.8% | +14.2% | -22.0% | -5.0% |
| 6M | -15.5% | +6.2% | -21.7% | -13.2% |
| YTD | -12.3% | -21.8% | +9.5% | -13.4% |
| 1Y | +5.4% | -23.1% | +28.5% | +3.9% |
| 3Y | +165.5% | -71.3% | +236.9% | +135.4% |
| 5Y | +107.0% | -77.0% | +184.0% | +84.0% |
| All | +214.8% | -99.0% | +313.9% | +89.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling