-100.0%
QID vs A
+790.9%
-890.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | +0.2% |
| 7D | -0.6% | -1.9% | +1.3% | -2.4% |
| 30D | 0.0% | +6.9% | -6.9% | +6.7% |
| 3M | +3.7% | +9.2% | -5.5% | +13.2% |
| 6M | -29.9% | +25.7% | -55.5% | -11.6% |
| YTD | -28.8% | +11.5% | -40.3% | -19.4% |
| 1Y | -37.2% | +18.4% | -55.5% | -24.1% |
| 3Y | -73.7% | +26.6% | -100.3% | -61.8% |
| 5Y | -80.7% | -12.8% | -67.9% | -76.3% |
| 10Y | -99.1% | +247.2% | -346.3% | -94.0% |
| All | -100.0% | +790.9% | -890.8% | -99.2% |
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