+271.2%
EW vs QID
-99.0%
+370.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +2.2% |
| 7D | +4.9% | -7.1% | +12.1% | +2.5% |
| 30D | +23.9% | +12.6% | +11.3% | +29.7% |
| 3M | +15.8% | +14.2% | +1.5% | +21.9% |
| 6M | +31.7% | +6.2% | +25.5% | +36.3% |
| YTD | +25.7% | -21.8% | +47.5% | +17.9% |
| 1Y | +24.4% | -23.1% | +47.6% | +16.4% |
| 3Y | +65.9% | -71.3% | +137.2% | +15.4% |
| 5Y | -7.6% | -77.0% | +69.4% | -31.3% |
| All | +271.2% | -99.0% | +370.3% | -0.2% |
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