+43.1%
MOD vs QID
-38.2%
+81.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.0% |
| 7D | +9.6% | -0.6% | +10.2% | +9.0% |
| 30D | 0.0% | 0.0% | 0.0% | +0.7% |
| 3M | -35.4% | +3.7% | -39.1% | -29.1% |
| 6M | -7.3% | -29.9% | +22.6% | -26.1% |
| YTD | +45.8% | -28.8% | +74.6% | +17.2% |
| 1Y | +43.1% | -37.2% | +80.3% | +2.9% |
| All | +43.1% | -38.2% | +81.3% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling