+138.3%
EXC vs QID
-100.0%
+238.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | 0.0% |
| 7D | +0.1% | +1.8% | -1.7% | +0.7% |
| 30D | +9.0% | +21.6% | -12.6% | +14.5% |
| 3M | +3.3% | +12.6% | -9.3% | +6.7% |
| 6M | +5.7% | +6.9% | -1.2% | +8.1% |
| YTD | +7.3% | -20.5% | +27.9% | +2.2% |
| 1Y | +2.9% | -18.1% | +21.0% | -1.1% |
| 3Y | +29.3% | -70.7% | +100.0% | -3.1% |
| 5Y | +40.1% | -77.2% | +117.3% | +6.5% |
| 10Y | +197.7% | -99.0% | +296.7% | +1.7% |
| All | +138.3% | -100.0% | +238.3% | -68.2% |
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 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