+53.9%
F vs QID
-80.8%
+134.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.3% |
| 7D | +5.3% | -0.6% | +6.0% | +5.1% |
| 30D | +4.6% | 0.0% | +4.6% | +4.8% |
| 3M | -3.7% | +3.7% | -7.4% | -0.9% |
| 6M | +16.8% | -29.9% | +46.7% | +3.8% |
| YTD | +15.3% | -28.8% | +44.1% | +3.5% |
| 1Y | +31.0% | -37.2% | +68.2% | +12.5% |
| 3Y | +45.4% | -73.7% | +119.2% | -7.4% |
| All | +53.9% | -80.8% | +134.7% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling