+1,449.6%
NET vs QID
-97.0%
+1,546.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.2% |
| 7D | -7.0% | -0.6% | -6.3% | -7.2% |
| 30D | -4.8% | 0.0% | -4.8% | -4.0% |
| 3M | +3.8% | +3.7% | +0.1% | +10.0% |
| 6M | +50.0% | -29.9% | +79.9% | +18.8% |
| YTD | +41.5% | -28.8% | +70.3% | +14.8% |
| 1Y | +32.8% | -37.2% | +70.0% | +0.3% |
| 3Y | +335.9% | -73.7% | +409.6% | +108.7% |
| 5Y | +113.8% | -80.7% | +194.6% | +22.4% |
| All | +1,449.6% | -97.0% | +1,546.6% | +388.0% |
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