+45.2%
PL vs QID
-83.6%
+128.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | -6.8% | +21.3% | +9.7% |
| 7D | +10.9% | -0.8% | +11.7% | +12.3% |
| 30D | -16.4% | +20.1% | -36.4% | -1.9% |
| 3M | -39.9% | +11.8% | -51.8% | -32.3% |
| 6M | -63.2% | +5.5% | -68.7% | -57.5% |
| YTD | -27.1% | -21.5% | -5.6% | -29.0% |
| 1Y | +12.2% | -22.6% | +34.8% | +9.5% |
| 3Y | +584.3% | -72.3% | +656.6% | +345.3% |
| 5Y | +37.0% | -76.9% | +113.9% | +3.7% |
| All | +45.2% | -83.6% | +128.8% | +9.4% |
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