+1,093.9%
MAR vs QID
-100.0%
+1,193.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.2% |
| 7D | -1.7% | -2.7% | +1.0% | -3.0% |
| 30D | -6.9% | +1.8% | -8.7% | -6.1% |
| 3M | -15.8% | -2.2% | -13.7% | -16.1% |
| 6M | +1.9% | -32.1% | +34.1% | -13.7% |
| YTD | +6.6% | -28.6% | +35.2% | -7.2% |
| 1Y | +23.7% | -36.3% | +60.0% | +2.5% |
| 3Y | +64.6% | -74.4% | +139.0% | -2.1% |
| 5Y | +156.4% | -80.8% | +237.1% | +58.2% |
| 10Y | +415.4% | -99.1% | +514.5% | -18.4% |
| All | +1,093.9% | -100.0% | +1,193.9% | -58.8% |
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 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