-77.6%
QID vs BEN
+29.7%
-107.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | -0.5% |
| 7D | -11.8% | +11.3% | -23.1% | -2.8% |
| 30D | +14.2% | +15.0% | -0.8% | +30.5% |
| 3M | +8.8% | +7.8% | +0.9% | +18.1% |
| 6M | +1.5% | +15.5% | -14.0% | +18.4% |
| YTD | -23.8% | +55.4% | -79.2% | +17.9% |
| 1Y | -22.0% | +63.3% | -85.3% | +26.6% |
| 3Y | -71.9% | +83.4% | -155.3% | -41.2% |
| 5Y | -77.6% | +28.1% | -105.6% | -58.1% |
| All | -77.6% | +29.7% | -107.3% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling