+25.3%
F vs QID
-36.4%
+61.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.2% |
| 7D | +1.2% | -2.7% | +3.9% | +0.3% |
| 30D | +1.2% | +1.8% | -0.6% | +1.9% |
| 3M | -5.7% | -2.2% | -3.5% | -4.9% |
| 6M | +17.9% | -32.1% | +50.1% | +6.1% |
| YTD | +10.4% | -28.6% | +39.0% | +0.9% |
| 1Y | +25.3% | -36.3% | +61.7% | +14.9% |
| All | +25.3% | -36.4% | +61.8% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling