-100.0%
QID vs BG
+270.2%
-370.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.3% |
| 7D | -1.9% | +0.5% | -2.4% | -1.7% |
| 30D | +1.7% | +10.3% | -8.6% | +6.9% |
| 3M | -3.9% | -1.9% | -2.0% | -4.8% |
| 6M | -30.0% | +5.2% | -35.2% | -27.9% |
| YTD | -28.2% | +41.2% | -69.4% | -13.5% |
| 1Y | -35.6% | +50.5% | -86.2% | -19.5% |
| 3Y | -74.3% | +19.9% | -94.2% | -70.4% |
| 5Y | -80.8% | +86.7% | -167.5% | -69.5% |
| 10Y | -99.2% | +167.5% | -266.6% | -97.9% |
| All | -100.0% | +270.2% | -370.2% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling