+72.2%
F vs QID
-99.0%
+171.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.5% |
| 7D | -0.2% | +1.8% | -2.0% | +0.7% |
| 30D | +0.9% | +21.6% | -20.7% | +8.8% |
| 3M | -11.3% | +12.6% | -24.0% | -6.8% |
| 6M | +2.0% | +6.9% | -4.9% | +6.7% |
| YTD | -3.2% | -20.5% | +17.4% | -8.0% |
| 1Y | -3.5% | -18.1% | +14.6% | -7.0% |
| 3Y | +48.1% | -70.7% | +118.8% | +4.8% |
| 5Y | -13.5% | -77.2% | +63.7% | -35.9% |
| 10Y | +72.2% | -99.0% | +171.2% | -42.8% |
| All | +72.2% | -99.0% | +171.2% | -42.8% |
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