+424.6%
ETSY vs QID
-99.2%
+523.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +0.6% |
| 7D | -4.9% | +1.3% | -6.2% | -4.2% |
| 30D | -8.6% | +2.9% | -11.6% | -7.1% |
| 3M | +4.8% | -0.7% | +5.5% | +4.8% |
| 6M | +38.1% | -29.7% | +67.8% | +14.0% |
| YTD | +31.2% | -27.9% | +59.1% | +10.8% |
| 1Y | +22.1% | -34.6% | +56.7% | -1.5% |
| 3Y | +12.2% | -73.5% | +85.8% | -43.2% |
| 5Y | -66.5% | -81.0% | +14.5% | -80.9% |
| All | +424.6% | -99.2% | +523.7% | -32.0% |
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