+906.4%
MOD vs QID
-99.0%
+1,005.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.3% | +4.3% |
| 7D | -25.5% | +9.4% | -35.0% | -21.4% |
| 30D | -49.0% | +31.2% | -80.2% | -39.7% |
| 3M | -49.8% | +17.4% | -67.2% | -43.6% |
| 6M | -64.8% | +8.4% | -73.2% | -60.3% |
| YTD | -27.6% | -15.8% | -11.9% | -26.7% |
| 1Y | -35.2% | -16.3% | -18.9% | -33.6% |
| 3Y | +137.1% | -70.4% | +207.5% | +82.0% |
| 5Y | +760.3% | -74.8% | +835.1% | +625.7% |
| All | +906.4% | -99.0% | +1,005.3% | +245.1% |
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 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