+44.1%
PL vs QID
-83.4%
+127.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | +0.2% |
| 7D | +5.6% | +1.8% | +3.9% | +8.9% |
| 30D | -16.9% | +21.6% | -38.6% | -1.6% |
| 3M | -38.2% | +12.6% | -50.9% | -30.0% |
| 6M | -63.4% | +6.9% | -70.4% | -57.4% |
| YTD | -27.6% | -20.5% | -7.1% | -28.8% |
| 1Y | +6.6% | -18.1% | +24.7% | +7.9% |
| 3Y | +557.6% | -70.7% | +628.3% | +342.1% |
| 5Y | +39.5% | -77.2% | +116.7% | +6.5% |
| All | +44.1% | -83.4% | +127.6% | +9.6% |
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