+6.0%
LOW vs QID
-80.2%
+86.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -0.4% |
| 7D | -2.6% | +2.7% | -5.4% | -1.9% |
| 30D | -11.1% | +3.3% | -14.5% | -10.3% |
| 3M | -8.5% | -5.5% | -3.0% | -9.4% |
| 6M | -20.8% | -28.4% | +7.6% | -27.1% |
| YTD | -17.2% | -26.6% | +9.3% | -23.0% |
| 1Y | -24.7% | -34.1% | +9.4% | -32.0% |
| 3Y | -9.7% | -73.7% | +63.9% | -34.9% |
| 5Y | +6.0% | -80.7% | +86.7% | -23.8% |
| All | +6.0% | -80.2% | +86.2% | -23.8% |
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