+88.2%
B vs QID
-100.0%
+188.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.3% | -7.4% | -5.9% |
| 7D | +7.1% | +1.8% | +5.4% | +7.7% |
| 30D | -3.3% | +21.6% | -25.0% | +0.8% |
| 3M | -2.5% | +12.6% | -15.2% | +0.4% |
| 6M | -7.2% | +6.9% | -14.1% | -4.3% |
| YTD | -7.4% | -20.5% | +13.2% | -8.6% |
| 1Y | +16.4% | -18.1% | +34.5% | +15.7% |
| 3Y | +178.7% | -70.7% | +249.4% | +141.2% |
| 5Y | +121.7% | -77.2% | +198.9% | +93.4% |
| 10Y | +208.6% | -99.0% | +307.6% | +67.5% |
| All | +88.2% | -100.0% | +188.2% | -48.6% |
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