+1,381.0%
NET vs QID
-96.8%
+1,477.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.7% | -3.9% |
| 7D | -16.4% | +9.8% | -26.1% | -9.6% |
| 30D | -25.8% | +18.9% | -44.8% | -14.3% |
| 3M | -11.5% | +9.6% | -21.1% | -2.6% |
| 6M | +18.9% | -7.8% | +26.7% | +16.9% |
| YTD | +35.2% | -23.3% | +58.5% | +18.1% |
| 1Y | +14.5% | -22.0% | +36.5% | +2.5% |
| 3Y | +313.8% | -73.2% | +387.1% | +100.1% |
| 5Y | +32.6% | -77.1% | +109.6% | -14.9% |
| All | +1,381.0% | -96.8% | +1,477.8% | +402.3% |
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