+200.5%
P vs QID
-71.4%
+271.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | +0.4% |
| 7D | +11.6% | -7.1% | +18.8% | +5.2% |
| 30D | -23.7% | +12.6% | -36.3% | -11.4% |
| 3M | -8.0% | +14.2% | -22.2% | +9.7% |
| 6M | +27.9% | +6.2% | +21.7% | +50.8% |
| YTD | +61.2% | -21.8% | +82.9% | +52.7% |
| 1Y | +28.6% | -23.1% | +51.8% | +21.5% |
| 3Y | +200.5% | -71.3% | +271.8% | +60.7% |
| All | +200.5% | -71.4% | +271.9% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling