+112.2%
B vs QID
-100.0%
+212.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.3% |
| 7D | -1.6% | -0.6% | -1.0% | -1.7% |
| 30D | +9.4% | 0.0% | +9.4% | +9.6% |
| 3M | +5.0% | +3.7% | +1.3% | +6.8% |
| 6M | -3.5% | -29.9% | +26.3% | -7.9% |
| YTD | +4.5% | -28.8% | +33.2% | +0.3% |
| 1Y | +67.8% | -37.2% | +105.0% | +58.6% |
| 3Y | +196.7% | -73.7% | +270.4% | +150.4% |
| 5Y | +151.9% | -80.7% | +232.7% | +112.0% |
| 10Y | +202.2% | -99.1% | +301.3% | +60.2% |
| All | +112.2% | -100.0% | +212.2% | -43.6% |
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