+284.3%
F vs QID
-100.0%
+384.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -1.9% |
| 7D | +1.6% | +9.4% | -7.9% | +6.2% |
| 30D | +2.6% | +31.2% | -28.6% | +17.2% |
| 3M | -8.8% | +17.4% | -26.2% | -0.9% |
| 6M | +4.6% | +8.4% | -3.8% | +11.3% |
| YTD | -1.9% | -15.8% | +13.9% | -6.2% |
| 1Y | -0.8% | -16.3% | +15.6% | -5.1% |
| 3Y | +43.5% | -70.4% | +113.9% | -9.5% |
| 5Y | -12.1% | -74.8% | +62.7% | -37.3% |
| 10Y | +83.6% | -99.0% | +182.6% | -70.1% |
| All | +284.3% | -100.0% | +384.2% | -85.1% |
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