+321.7%
D vs QID
-100.0%
+421.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -2.0% |
| 7D | +3.0% | +9.4% | -6.4% | +4.8% |
| 30D | +11.5% | +31.2% | -19.7% | +17.4% |
| 3M | +3.7% | +17.4% | -13.7% | +7.1% |
| 6M | +13.5% | +8.4% | +5.1% | +15.9% |
| YTD | +20.7% | -15.8% | +36.5% | +17.8% |
| 1Y | +18.2% | -16.3% | +34.6% | +15.3% |
| 3Y | +73.3% | -70.4% | +143.7% | +40.4% |
| 5Y | +12.3% | -74.8% | +87.0% | -6.1% |
| 10Y | +43.4% | -99.0% | +142.4% | -37.3% |
| All | +321.7% | -100.0% | +421.6% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling