+32.0%
Q vs QID
-25.8%
+57.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +2.2% |
| 7D | +6.6% | -1.9% | +8.5% | +4.7% |
| 30D | -6.6% | +1.7% | -8.3% | -4.7% |
| 3M | -13.2% | -3.9% | -9.3% | -11.7% |
| 6M | +9.9% | -30.0% | +39.9% | -15.2% |
| YTD | +53.9% | -28.2% | +82.2% | +23.4% |
| All | +32.0% | -25.8% | +57.8% | +10.0% |
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