+49.1%
D vs QID
-99.0%
+148.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | +0.5% |
| 7D | -1.4% | -7.1% | +5.8% | -2.2% |
| 30D | +7.7% | +12.6% | -4.9% | +9.5% |
| 3M | -0.3% | +14.2% | -14.5% | +1.6% |
| 6M | +10.1% | +6.2% | +3.9% | +11.4% |
| YTD | +19.1% | -21.8% | +40.9% | +15.9% |
| 1Y | +15.9% | -23.1% | +39.0% | +12.6% |
| 3Y | +75.0% | -71.3% | +146.3% | +48.3% |
| 5Y | +13.4% | -77.0% | +90.4% | -2.0% |
| All | +49.1% | -99.0% | +148.1% | -22.3% |
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