+649.0%
P vs QID
-99.1%
+748.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.8% | +3.7% |
| 7D | +17.8% | -11.8% | +29.6% | +9.1% |
| 30D | -29.9% | +14.2% | -44.1% | -20.4% |
| 3M | -1.2% | +8.8% | -9.9% | +9.8% |
| 6M | +32.1% | +1.5% | +30.6% | +46.5% |
| YTD | +64.3% | -23.8% | +88.1% | +56.9% |
| 1Y | +24.3% | -22.0% | +46.3% | +21.7% |
| 3Y | +203.2% | -71.9% | +275.1% | +98.3% |
| 5Y | +290.4% | -77.6% | +368.0% | +188.2% |
| All | +649.0% | -99.1% | +748.0% | +18.0% |
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