+941.1%
LOW vs QID
-100.0%
+1,041.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.1% |
| 7D | -1.7% | -0.6% | -1.1% | -1.9% |
| 30D | -7.0% | 0.0% | -7.0% | -7.0% |
| 3M | -0.9% | +3.7% | -4.6% | +1.4% |
| 6M | -20.1% | -29.9% | +9.8% | -29.6% |
| YTD | -13.9% | -28.8% | +14.9% | -23.5% |
| 1Y | -21.1% | -37.2% | +16.0% | -33.2% |
| 3Y | -6.6% | -73.7% | +67.1% | -40.7% |
| 5Y | +9.4% | -80.7% | +90.1% | -29.4% |
| 10Y | +220.5% | -99.1% | +319.6% | -30.3% |
| All | +941.1% | -100.0% | +1,041.1% | -38.1% |
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