-60.5%
C vs QID
-100.0%
+39.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.8% | +9.3% | -1.6% |
| 7D | -0.9% | -0.8% | -0.1% | -0.6% |
| 30D | -5.4% | +20.1% | -25.5% | +6.6% |
| 3M | -9.2% | +11.8% | -21.0% | -1.5% |
| 6M | -1.8% | +5.5% | -7.4% | +4.7% |
| YTD | +6.7% | -21.5% | +28.2% | -2.8% |
| 1Y | +23.5% | -22.6% | +46.1% | +12.2% |
| 3Y | +219.8% | -72.3% | +292.1% | +76.4% |
| 5Y | +112.4% | -76.9% | +189.3% | +26.0% |
| 10Y | +220.1% | -99.0% | +319.1% | -71.8% |
| All | -60.5% | -100.0% | +39.5% | -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