-81.0%
QID vs BG
+81.8%
-162.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -2.3% |
| 7D | +1.3% | +3.1% | -1.8% | +2.1% |
| 30D | +2.9% | +10.2% | -7.3% | +5.8% |
| 3M | -0.7% | -1.7% | +1.0% | -1.2% |
| 6M | -29.7% | +1.0% | -30.7% | -29.4% |
| YTD | -27.9% | +39.9% | -67.8% | -19.1% |
| 1Y | -34.6% | +53.2% | -87.8% | -24.0% |
| 3Y | -73.5% | +16.3% | -89.8% | -71.3% |
| All | -81.0% | +81.8% | -162.8% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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