-29.4%
EW vs QID
-80.7%
+51.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.5% |
| 7D | -4.4% | -2.7% | -1.7% | -5.2% |
| 30D | -3.3% | +1.8% | -5.1% | -2.8% |
| 3M | +1.0% | -2.2% | +3.2% | +0.9% |
| 6M | +6.2% | -32.1% | +38.4% | -4.6% |
| YTD | +1.7% | -28.6% | +30.3% | -6.8% |
| 1Y | +8.1% | -36.3% | +44.4% | -4.0% |
| 3Y | +17.1% | -74.4% | +91.5% | -18.5% |
| 5Y | -29.4% | -80.8% | +51.4% | -48.3% |
| All | -29.4% | -80.7% | +51.3% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling