-80.4%
PATH vs QID
-84.5%
+4.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +1.6% |
| 7D | -4.8% | +9.8% | -14.6% | +1.9% |
| 30D | +2.7% | +18.9% | -16.2% | +16.7% |
| 3M | -4.2% | +9.6% | -13.8% | +3.5% |
| 6M | +24.7% | -7.8% | +32.6% | +20.0% |
| YTD | -17.6% | -23.3% | +5.8% | -29.9% |
| 1Y | -5.3% | -22.0% | +16.7% | -17.7% |
| 3Y | -22.0% | -73.2% | +51.2% | -64.8% |
| 5Y | -76.5% | -77.1% | +0.6% | -86.7% |
| All | -80.4% | -84.5% | +4.0% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling