+196.7%
EXC vs QID
-99.0%
+295.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.3% | +1.8% |
| 7D | +1.4% | -7.1% | +8.5% | +0.2% |
| 30D | +8.6% | +12.6% | -4.1% | +11.0% |
| 3M | +2.4% | +14.2% | -11.9% | +5.0% |
| 6M | +6.5% | +6.2% | +0.3% | +8.1% |
| YTD | +9.0% | -21.8% | +30.8% | +4.9% |
| 1Y | +4.6% | -23.1% | +27.7% | +0.3% |
| 3Y | +33.5% | -71.3% | +104.8% | +5.8% |
| 5Y | +41.4% | -77.0% | +118.4% | +15.6% |
| All | +196.7% | -99.0% | +295.7% | +14.2% |
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