+449.1%
PL vs QID
-73.9%
+523.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.5% |
| 7D | -9.3% | -0.6% | -8.7% | -9.9% |
| 30D | -18.9% | 0.0% | -18.9% | -18.6% |
| 3M | -58.4% | +3.7% | -62.1% | -54.1% |
| 6M | -30.3% | -29.9% | -0.5% | -42.3% |
| YTD | -8.1% | -28.8% | +20.7% | -22.0% |
| 1Y | +180.5% | -37.2% | +217.7% | +121.0% |
| All | +449.1% | -73.9% | +523.0% | +181.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling