-37.2%
QID vs BR
-29.1%
-8.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | 0.0% |
| 7D | -0.6% | -5.3% | +4.6% | -0.1% |
| 30D | 0.0% | +6.4% | -6.4% | -0.8% |
| 3M | +3.7% | +13.6% | -9.9% | +0.8% |
| 6M | -29.9% | -6.7% | -23.1% | -31.0% |
| YTD | -28.8% | -21.1% | -7.7% | -30.8% |
| 1Y | -37.2% | -29.6% | -7.6% | -40.4% |
| All | -37.2% | -29.1% | -8.1% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling