+286.5%
C vs QID
-99.1%
+385.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.6% |
| 7D | +3.2% | -2.7% | +5.9% | +2.1% |
| 30D | +1.3% | +1.8% | -0.5% | +2.1% |
| 3M | +3.1% | -2.2% | +5.3% | +3.5% |
| 6M | +29.6% | -32.1% | +61.8% | +13.6% |
| YTD | +19.0% | -28.6% | +47.5% | +7.1% |
| 1Y | +45.6% | -36.3% | +82.0% | +26.3% |
| 3Y | +269.3% | -74.4% | +343.7% | +145.9% |
| 5Y | +131.6% | -80.8% | +212.3% | +58.0% |
| 10Y | +286.5% | -99.1% | +385.7% | -4.7% |
| All | +286.5% | -99.1% | +385.7% | -4.7% |
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