-100.0%
QID vs BEN
+155.0%
-255.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +3.0% |
| 7D | -7.1% | +6.8% | -13.9% | -1.7% |
| 30D | +12.6% | +18.0% | -5.3% | +30.3% |
| 3M | +14.2% | +7.5% | +6.8% | +23.1% |
| 6M | +6.2% | +14.7% | -8.5% | +22.2% |
| YTD | -21.8% | +56.1% | -77.9% | +18.0% |
| 1Y | -23.1% | +69.6% | -92.7% | +24.4% |
| 3Y | -71.3% | +87.7% | -159.0% | -43.4% |
| 5Y | -77.0% | +28.6% | -105.6% | -58.3% |
| 10Y | -99.0% | +59.8% | -158.8% | -97.1% |
| All | -100.0% | +155.0% | -255.0% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling