+606.1%
COST vs QID
-99.2%
+705.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.0% | -0.2% |
| 7D | -1.2% | +1.3% | -2.5% | -0.9% |
| 30D | -4.7% | +2.9% | -7.7% | -4.0% |
| 3M | -7.1% | -0.7% | -6.4% | -7.1% |
| 6M | -8.5% | -29.7% | +21.1% | -16.5% |
| YTD | +5.4% | -27.9% | +33.3% | -3.0% |
| 1Y | -5.6% | -34.6% | +28.9% | -15.2% |
| 3Y | +68.5% | -73.5% | +142.0% | +23.3% |
| 5Y | +105.2% | -81.0% | +186.3% | +51.3% |
| All | +606.1% | -99.2% | +705.2% | +174.0% |
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