+39.5%
PL vs QID
-83.7%
+123.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.3% | +1.2% |
| 7D | +10.0% | -7.1% | +17.2% | +5.2% |
| 30D | -2.3% | +12.6% | -14.9% | +9.4% |
| 3M | -44.2% | +14.2% | -58.4% | -36.1% |
| 6M | -66.1% | +6.2% | -72.3% | -60.7% |
| YTD | -30.0% | -21.8% | -8.2% | -31.9% |
| 1Y | +21.0% | -23.1% | +44.2% | +17.2% |
| 3Y | +516.5% | -71.3% | +587.8% | +308.9% |
| 5Y | +32.0% | -77.0% | +109.0% | -0.2% |
| All | +39.5% | -83.7% | +123.2% | +5.0% |
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 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