+909.3%
MOD vs QID
-100.0%
+1,009.3%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.1% |
| 7D | +9.6% | -0.6% | +10.2% | +9.2% |
| 30D | 0.0% | 0.0% | 0.0% | +0.5% |
| 3M | -35.4% | +3.7% | -39.1% | -30.4% |
| 6M | -7.3% | -29.9% | +22.6% | -20.6% |
| YTD | +45.8% | -28.8% | +74.6% | +26.8% |
| 1Y | +43.1% | -37.2% | +80.3% | +18.0% |
| 3Y | +297.7% | -73.7% | +371.4% | +138.6% |
| 5Y | +1,478.8% | -80.7% | +1,559.5% | +868.8% |
| 10Y | +1,633.4% | -99.1% | +1,732.5% | +55.4% |
| All | +909.3% | -100.0% | +1,009.3% | -87.3% |
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 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