+26.8%
PL vs QID
-82.4%
+109.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.5% | +12.9% | +8.6% |
| 7D | -6.8% | +9.4% | -16.2% | +0.5% |
| 30D | -29.3% | +31.2% | -60.5% | -12.2% |
| 3M | -44.8% | +17.4% | -62.2% | -35.9% |
| 6M | -68.4% | +8.4% | -76.8% | -62.9% |
| YTD | -36.4% | -15.8% | -20.6% | -35.3% |
| 1Y | +0.7% | -16.3% | +17.1% | +3.1% |
| 3Y | +455.3% | -70.4% | +525.7% | +276.5% |
| 5Y | +22.7% | -74.8% | +97.5% | -3.0% |
| All | +26.8% | -82.4% | +109.2% | -0.3% |
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