-100.0%
QID vs A
+928.8%
-1,028.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +3.1% |
| 7D | -7.1% | -0.5% | -6.7% | -7.4% |
| 30D | +12.6% | 0.0% | +12.7% | +13.9% |
| 3M | +14.2% | +16.7% | -2.5% | +34.2% |
| 6M | +6.2% | +54.8% | -48.6% | +63.9% |
| YTD | -21.8% | +28.8% | -50.6% | +2.7% |
| 1Y | -23.1% | +19.3% | -42.4% | -5.8% |
| 3Y | -71.3% | +65.5% | -136.9% | -45.6% |
| 5Y | -77.0% | +12.1% | -89.1% | -63.7% |
| 10Y | -99.0% | +305.4% | -404.4% | -92.4% |
| All | -100.0% | +928.8% | -1,028.8% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling