+1,064.5%
MOD vs QID
-99.0%
+1,163.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +2.6% | +25.3% | +29.3% |
| 7D | +40.4% | -7.1% | +47.6% | +35.2% |
| 30D | -14.0% | +12.6% | -26.6% | -6.5% |
| 3M | -33.3% | +14.2% | -47.6% | -26.1% |
| 6M | -51.4% | +6.2% | -57.6% | -45.8% |
| YTD | +1.6% | -21.8% | +23.4% | -0.9% |
| 1Y | +5.4% | -23.1% | +28.5% | +3.0% |
| 3Y | +191.0% | -71.3% | +262.3% | +118.3% |
| 5Y | +1,093.1% | -77.0% | +1,170.1% | +861.7% |
| All | +1,064.5% | -99.0% | +1,163.5% | +238.5% |
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