+48.3%
D vs QID
-99.0%
+147.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.4% |
| 7D | +2.4% | +1.8% | +0.6% | +2.7% |
| 30D | +10.9% | +21.6% | -10.7% | +13.9% |
| 3M | +2.8% | +12.6% | -9.8% | +4.6% |
| 6M | +12.7% | +6.9% | +5.8% | +14.2% |
| YTD | +20.3% | -20.5% | +40.8% | +17.3% |
| 1Y | +17.1% | -18.1% | +35.2% | +14.8% |
| 3Y | +75.1% | -70.7% | +145.8% | +48.8% |
| 5Y | +13.1% | -77.2% | +90.4% | -2.6% |
| 10Y | +48.3% | -99.0% | +147.3% | -23.1% |
| All | +48.3% | -99.0% | +147.2% | -23.1% |
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