+46.0%
F vs QID
-71.4%
+117.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | +0.8% |
| 7D | -3.1% | -7.1% | +4.0% | -5.0% |
| 30D | 0.0% | +12.6% | -12.6% | +4.0% |
| 3M | -13.2% | +14.2% | -27.5% | -9.2% |
| 6M | -10.2% | +6.2% | -16.4% | -6.8% |
| YTD | -4.9% | -21.8% | +16.9% | -9.4% |
| 1Y | -6.1% | -23.1% | +17.0% | -10.7% |
| 3Y | +46.0% | -71.3% | +117.3% | +0.2% |
| All | +46.0% | -71.4% | +117.4% | +0.2% |
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 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