-76.8%
PATH vs QID
-73.9%
-2.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +12.7% | -16.4% | +5.2% |
| 7D | -5.6% | +20.2% | -25.8% | +8.1% |
| 30D | -0.7% | +35.3% | -36.0% | +24.3% |
| 3M | -5.9% | +21.3% | -27.2% | +9.7% |
| 6M | +21.6% | +6.7% | +14.9% | +30.4% |
| YTD | -20.6% | -13.6% | -7.0% | -26.4% |
| 1Y | -10.6% | -11.0% | +0.4% | -14.4% |
| 3Y | -24.9% | -69.8% | +45.0% | -63.5% |
| 5Y | -76.8% | -74.1% | -2.7% | -86.1% |
| All | -76.8% | -73.9% | -2.9% | -86.1% |
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