+73.3%
D vs QID
-70.5%
+143.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.4% |
| 7D | +3.0% | +9.4% | -6.4% | +2.7% |
| 30D | +11.5% | +31.2% | -19.7% | +10.9% |
| 3M | +3.7% | +17.4% | -13.7% | +3.3% |
| 6M | +13.5% | +8.4% | +5.1% | +13.1% |
| YTD | +20.7% | -15.8% | +36.5% | +20.2% |
| 1Y | +18.2% | -16.3% | +34.6% | +17.8% |
| 3Y | +73.3% | -70.4% | +143.7% | +50.9% |
| All | +73.3% | -70.5% | +143.8% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling