+50.9%
O vs QID
-99.1%
+150.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -0.5% |
| 7D | -3.5% | +2.7% | -6.3% | -3.0% |
| 30D | -3.3% | +3.3% | -6.7% | -2.7% |
| 3M | -2.8% | -5.5% | +2.7% | -3.7% |
| 6M | -5.8% | -28.4% | +22.6% | -11.3% |
| YTD | +9.4% | -26.6% | +36.0% | +3.6% |
| 1Y | +5.7% | -34.1% | +39.8% | -1.9% |
| 3Y | +27.2% | -73.7% | +100.9% | -0.9% |
| 5Y | +17.2% | -80.7% | +97.9% | -8.2% |
| All | +50.9% | -99.1% | +150.1% | -37.4% |
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