-71.3%
QID vs A
+64.5%
-135.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.9% |
| 7D | -7.1% | -0.5% | -6.7% | -7.3% |
| 30D | +12.6% | 0.0% | +12.7% | +13.4% |
| 3M | +14.2% | +16.7% | -2.5% | +25.4% |
| 6M | +6.2% | +54.8% | -48.6% | +37.4% |
| YTD | -21.8% | +28.8% | -50.6% | -8.5% |
| 1Y | -23.1% | +19.3% | -42.4% | -14.1% |
| 3Y | -71.3% | +65.5% | -136.9% | -61.4% |
| All | -71.3% | +64.5% | -135.8% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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