-55.6%
C vs QID
-100.0%
+44.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.5% |
| 7D | +3.6% | -0.6% | +4.3% | +3.3% |
| 30D | +0.1% | 0.0% | +0.1% | +0.2% |
| 3M | +2.4% | +3.7% | -1.3% | +6.6% |
| 6M | +24.9% | -29.9% | +54.8% | +4.2% |
| YTD | +19.8% | -28.8% | +48.6% | +1.8% |
| 1Y | +44.9% | -37.2% | +82.0% | +15.3% |
| 3Y | +263.0% | -73.7% | +336.7% | +93.2% |
| 5Y | +129.5% | -80.7% | +210.3% | +20.2% |
| 10Y | +291.6% | -99.1% | +390.7% | -68.3% |
| All | -55.6% | -100.0% | +44.4% | -99.5% |
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