+27.7%
EXC vs QID
-70.5%
+98.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -1.8% |
| 7D | -1.2% | +9.4% | -10.6% | -1.9% |
| 30D | +10.0% | +31.2% | -21.3% | +7.7% |
| 3M | +1.6% | +17.4% | -15.8% | +0.3% |
| 6M | +3.3% | +8.4% | -5.2% | +2.2% |
| YTD | +7.6% | -15.8% | +23.3% | +7.7% |
| 1Y | +3.5% | -16.3% | +19.8% | +3.6% |
| 3Y | +27.7% | -70.4% | +98.1% | +16.9% |
| All | +27.7% | -70.5% | +98.2% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling