+707.9%
P vs QID
-99.0%
+806.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -6.8% | +13.1% | +1.8% |
| 7D | -9.6% | -0.8% | -8.8% | -8.2% |
| 30D | -33.4% | +20.1% | -53.5% | -22.1% |
| 3M | +14.2% | +11.8% | +2.4% | +28.9% |
| 6M | +31.6% | +5.5% | +26.0% | +49.5% |
| YTD | +53.5% | -21.5% | +75.0% | +49.2% |
| 1Y | +14.2% | -22.6% | +36.8% | +11.3% |
| 3Y | +190.5% | -72.3% | +262.8% | +89.0% |
| 5Y | +256.3% | -76.9% | +333.2% | +168.3% |
| 10Y | +707.9% | -99.0% | +806.9% | +70.4% |
| All | +707.9% | -99.0% | +806.9% | +70.4% |
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