+100.5%
B vs QID
-100.0%
+200.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.8% | +11.1% | +2.9% |
| 7D | +11.3% | -0.8% | +12.1% | +11.4% |
| 30D | +2.9% | +20.1% | -17.1% | +7.0% |
| 3M | -2.9% | +11.8% | -14.7% | -0.1% |
| 6M | -1.2% | +5.5% | -6.7% | +1.6% |
| YTD | -1.3% | -21.5% | +20.2% | -2.9% |
| 1Y | +30.4% | -22.6% | +53.0% | +28.4% |
| 3Y | +195.3% | -72.3% | +267.6% | +153.0% |
| 5Y | +146.2% | -76.9% | +223.1% | +115.3% |
| 10Y | +200.5% | -99.0% | +299.5% | +63.8% |
| All | +100.5% | -100.0% | +200.5% | -45.4% |
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