+128.4%
EXC vs QID
-100.0%
+228.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.2% |
| 7D | +0.3% | -0.6% | +0.9% | +0.1% |
| 30D | -3.7% | 0.0% | -3.7% | -3.7% |
| 3M | -1.3% | +3.7% | -5.0% | 0.0% |
| 6M | -9.7% | -29.9% | +20.1% | -16.9% |
| YTD | +2.9% | -28.8% | +31.7% | -4.9% |
| 1Y | +4.4% | -37.2% | +41.6% | -6.3% |
| 3Y | +22.2% | -73.7% | +95.9% | -10.8% |
| 5Y | +46.7% | -80.7% | +127.5% | +6.7% |
| 10Y | +155.3% | -99.1% | +254.5% | -14.8% |
| All | +128.4% | -100.0% | +228.4% | -70.4% |
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