-49.3%
COMP vs QID
-85.3%
+36.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +3.6% |
| 7D | 0.0% | -7.1% | +7.1% | -4.9% |
| 30D | +16.6% | +12.6% | +3.9% | +29.8% |
| 3M | -23.5% | +14.2% | -37.8% | -13.3% |
| 6M | +25.7% | +6.2% | +19.6% | +38.2% |
| YTD | -3.4% | -21.8% | +18.4% | -12.6% |
| 1Y | +7.6% | -23.1% | +30.7% | -3.4% |
| 3Y | +423.6% | -71.3% | +494.9% | +141.2% |
| 5Y | -10.6% | -77.0% | +66.4% | -54.3% |
| All | -49.3% | -85.3% | +36.0% | -76.5% |
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 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