+67.0%
MAR vs QID
-73.9%
+140.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +1.0% |
| 7D | -0.5% | -1.9% | +1.4% | -1.1% |
| 30D | -4.7% | +1.7% | -6.4% | -4.1% |
| 3M | -15.6% | -3.9% | -11.7% | -16.2% |
| 6M | +1.2% | -30.0% | +31.2% | -9.7% |
| YTD | +7.5% | -28.2% | +35.7% | -2.8% |
| 1Y | +26.6% | -35.6% | +62.3% | +10.2% |
| All | +67.0% | -73.9% | +140.9% | +14.6% |
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