+514.0%
NOW vs QID
-99.0%
+613.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +3.1% |
| 7D | +0.3% | -7.1% | +7.4% | -3.7% |
| 30D | -27.0% | +12.6% | -39.6% | -20.3% |
| 3M | -19.6% | +14.2% | -33.9% | -11.3% |
| 6M | +17.5% | +6.2% | +11.3% | +25.2% |
| YTD | -33.3% | -21.8% | -11.5% | -40.0% |
| 1Y | -39.8% | -23.1% | -16.7% | -46.3% |
| 3Y | -19.9% | -71.3% | +51.4% | -54.7% |
| 5Y | -26.1% | -77.0% | +50.9% | -50.9% |
| All | +514.0% | -99.0% | +613.0% | -26.6% |
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