+304.7%
D vs QID
-100.0%
+404.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.5% |
| 7D | +1.5% | -0.6% | +2.1% | +1.3% |
| 30D | -2.6% | 0.0% | -2.6% | -2.5% |
| 3M | 0.0% | +3.7% | -3.7% | +1.1% |
| 6M | +7.4% | -29.9% | +37.2% | +1.0% |
| YTD | +15.9% | -28.8% | +44.6% | +9.4% |
| 1Y | +18.1% | -37.2% | +55.3% | +9.0% |
| 3Y | +58.4% | -73.7% | +132.1% | +25.9% |
| 5Y | +5.2% | -80.7% | +85.9% | -16.8% |
| 10Y | +35.9% | -99.1% | +135.0% | -41.8% |
| All | +304.7% | -100.0% | +404.7% | -12.4% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling