+24.8%
LOW vs QID
-71.4%
+96.2%
-36.9%
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% | +0.5% |
| 7D | +1.4% | -7.1% | +8.6% | +0.3% |
| 30D | +21.7% | +12.6% | +9.1% | +24.3% |
| 3M | +5.0% | +14.2% | -9.2% | +7.6% |
| 6M | +4.6% | +6.2% | -1.6% | +6.3% |
| YTD | -3.5% | -21.8% | +18.3% | -7.6% |
| 1Y | +0.5% | -23.1% | +23.7% | -3.9% |
| 3Y | +24.8% | -71.3% | +96.1% | -5.9% |
| All | +24.8% | -71.4% | +96.2% | -5.9% |
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