+433.8%
MAR vs QID
-99.2%
+533.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +1.1% |
| 7D | -0.5% | +1.3% | -1.8% | -0.1% |
| 30D | -5.4% | +2.9% | -8.4% | -4.4% |
| 3M | -15.5% | -0.7% | -14.8% | -15.3% |
| 6M | +3.0% | -29.7% | +32.6% | -8.2% |
| YTD | +8.5% | -27.9% | +36.4% | -2.0% |
| 1Y | +26.0% | -34.6% | +60.5% | +10.2% |
| 3Y | +68.6% | -73.5% | +142.1% | +15.2% |
| 5Y | +157.4% | -81.0% | +238.4% | +78.5% |
| All | +433.8% | -99.2% | +533.0% | +59.0% |
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