-75.7%
PATH vs QID
-80.8%
+5.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.4% | -16.3% | -16.9% |
| 7D | -16.3% | -0.6% | -15.7% | -16.7% |
| 30D | +9.9% | 0.0% | +9.9% | +10.5% |
| 3M | +30.2% | +3.7% | +26.4% | +36.3% |
| 6M | +37.2% | -29.9% | +67.1% | +7.8% |
| YTD | -7.3% | -28.8% | +21.5% | -25.8% |
| 1Y | +40.0% | -37.2% | +77.2% | +4.4% |
| 3Y | -4.4% | -73.7% | +69.3% | -57.0% |
| All | -75.7% | -80.8% | +5.1% | -88.0% |
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 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