-49.3%
COMP vs QID
-84.2%
+34.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.5% | +13.3% | +8.8% |
| 7D | +13.4% | +9.4% | +4.0% | +22.6% |
| 30D | +11.1% | +31.2% | -20.1% | +38.1% |
| 3M | -18.8% | +17.4% | -36.3% | -6.6% |
| 6M | +10.5% | +8.4% | +2.1% | +22.6% |
| YTD | -3.4% | -15.8% | +12.4% | -8.1% |
| 1Y | +19.7% | -16.3% | +36.0% | +14.1% |
| 3Y | +381.6% | -70.4% | +452.0% | +124.7% |
| 5Y | -17.6% | -74.8% | +57.2% | -55.4% |
| All | -49.3% | -84.2% | +34.9% | -75.2% |
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