+104.7%
COST vs QID
-80.2%
+184.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | +0.5% |
| 7D | -2.5% | +2.7% | -5.2% | -1.8% |
| 30D | -4.4% | +3.3% | -7.8% | -3.7% |
| 3M | -8.1% | -5.5% | -2.6% | -9.2% |
| 6M | -9.2% | -28.4% | +19.2% | -16.6% |
| YTD | +5.1% | -26.6% | +31.7% | -2.6% |
| 1Y | -5.1% | -34.1% | +29.0% | -14.5% |
| 3Y | +70.4% | -73.7% | +144.0% | +23.0% |
| 5Y | +104.7% | -80.7% | +185.4% | +49.9% |
| All | +104.7% | -80.2% | +184.9% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling