-61.4%
C vs QID
-100.0%
+38.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | -1.0% |
| 7D | -2.4% | +9.4% | -11.8% | +3.5% |
| 30D | -6.0% | +31.2% | -37.2% | +11.4% |
| 3M | -10.5% | +17.4% | -28.0% | -0.4% |
| 6M | -5.7% | +8.4% | -14.1% | +1.9% |
| YTD | +4.1% | -15.8% | +19.9% | -1.2% |
| 1Y | +20.5% | -16.3% | +36.8% | +14.5% |
| 3Y | +208.1% | -70.4% | +278.5% | +76.5% |
| 5Y | +110.4% | -74.8% | +185.2% | +31.5% |
| 10Y | +234.6% | -99.0% | +333.6% | -70.9% |
| All | -61.4% | -100.0% | +38.6% | -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