+304.7%
D vs QID
-100.0%
+404.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.5% |
| 7D | +0.4% | -0.6% | +1.1% | +0.3% |
| 30D | -3.6% | 0.0% | -3.6% | -3.5% |
| 3M | -1.0% | +3.7% | -4.7% | +0.1% |
| 6M | +6.3% | -29.9% | +36.1% | 0.0% |
| YTD | +14.7% | -28.8% | +43.5% | +8.3% |
| 1Y | +16.9% | -37.2% | +54.1% | +7.9% |
| 3Y | +56.8% | -73.7% | +130.5% | +24.6% |
| 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 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