+227.5%
LOW vs QID
-99.2%
+326.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | -0.5% |
| 7D | -3.7% | +1.3% | -5.0% | -3.3% |
| 30D | -8.9% | +2.9% | -11.8% | -7.9% |
| 3M | -10.4% | -0.7% | -9.7% | -10.1% |
| 6M | -19.4% | -29.7% | +10.3% | -27.8% |
| YTD | -17.1% | -27.9% | +10.8% | -24.9% |
| 1Y | -26.3% | -34.6% | +8.3% | -35.2% |
| 3Y | -9.9% | -73.5% | +63.6% | -39.5% |
| 5Y | +6.1% | -81.0% | +87.1% | -27.9% |
| All | +227.5% | -99.2% | +326.7% | -7.0% |
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