-29.7%
MOD vs QID
-22.5%
-7.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.6% | +8.1% | -1.1% |
| 7D | +8.2% | -1.1% | +9.4% | +8.9% |
| 30D | -38.2% | +14.4% | -52.6% | -26.5% |
| 3M | -46.2% | +6.7% | -52.9% | -39.3% |
| 6M | -62.5% | +2.6% | -65.1% | -56.7% |
| YTD | -20.1% | -24.2% | +4.1% | -30.1% |
| 1Y | -29.7% | -22.3% | -7.4% | -33.3% |
| All | -29.7% | -22.5% | -7.2% | -33.3% |
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