+207.2%
C vs QID
-99.1%
+306.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | +0.1% |
| 7D | +4.7% | -11.8% | +16.5% | -0.2% |
| 30D | +0.2% | +14.2% | -14.1% | +6.6% |
| 3M | -9.3% | +8.8% | -18.1% | -5.1% |
| 6M | -0.8% | +1.5% | -2.3% | +2.4% |
| YTD | +8.5% | -23.8% | +32.3% | +1.4% |
| 1Y | +23.1% | -22.0% | +45.1% | +16.5% |
| 3Y | +220.8% | -71.9% | +292.7% | +122.6% |
| 5Y | +112.4% | -77.6% | +190.0% | +55.8% |
| All | +207.2% | -99.1% | +306.2% | -22.4% |
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 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