+3,653.2%
FIX vs QID
-99.0%
+3,752.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.5% | +8.0% | +4.2% |
| 7D | -17.5% | +9.4% | -26.9% | -13.0% |
| 30D | -41.6% | +31.2% | -72.8% | -32.2% |
| 3M | -40.6% | +17.4% | -58.0% | -34.2% |
| 6M | -49.4% | +8.4% | -57.8% | -44.1% |
| YTD | +9.2% | -15.8% | +25.0% | +10.1% |
| 1Y | +6.5% | -16.3% | +22.8% | +8.2% |
| 3Y | +448.7% | -70.4% | +519.1% | +322.9% |
| 5Y | +948.7% | -74.8% | +1,023.5% | +780.0% |
| All | +3,653.2% | -99.0% | +3,752.2% | +1,113.1% |
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 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