+15.3%
O vs QID
-80.7%
+96.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.4% |
| 7D | -2.3% | -1.9% | -0.3% | -2.4% |
| 30D | -2.4% | +1.7% | -4.2% | -2.3% |
| 3M | -0.6% | -3.9% | +3.3% | -0.8% |
| 6M | -5.0% | -30.0% | +25.0% | -8.3% |
| YTD | +10.4% | -28.2% | +38.6% | +6.9% |
| 1Y | +6.6% | -35.6% | +42.2% | +2.1% |
| 3Y | +28.4% | -74.3% | +102.7% | +9.6% |
| 5Y | +15.3% | -80.8% | +96.1% | -2.2% |
| All | +15.3% | -80.7% | +96.0% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling