+137.3%
ETSY vs QID
-99.4%
+236.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -1.9% |
| 7D | -12.9% | -1.9% | -11.0% | -13.9% |
| 30D | -11.5% | +1.7% | -13.2% | -10.6% |
| 3M | +3.5% | -3.9% | +7.4% | +1.7% |
| 6M | +27.6% | -30.0% | +57.6% | +5.2% |
| YTD | +28.4% | -28.2% | +56.6% | +8.2% |
| 1Y | +27.1% | -35.6% | +62.7% | +1.6% |
| 3Y | +6.0% | -74.3% | +80.3% | -47.0% |
| 5Y | -67.1% | -80.8% | +13.7% | -81.0% |
| 10Y | +421.9% | -99.2% | +521.1% | -26.6% |
| All | +137.3% | -99.4% | +236.7% | -68.8% |
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