-99.1%
QID vs BR
+189.7%
-288.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -2.1% |
| 7D | +1.3% | -3.0% | +4.2% | -1.6% |
| 30D | +2.9% | -0.3% | +3.2% | +2.7% |
| 3M | -0.7% | +17.3% | -18.0% | +15.3% |
| 6M | -29.7% | -6.7% | -23.0% | -35.7% |
| YTD | -27.9% | -23.4% | -4.4% | -47.1% |
| 1Y | -34.6% | -32.7% | -1.9% | -58.6% |
| 3Y | -73.5% | -5.9% | -67.6% | -73.3% |
| 5Y | -81.0% | +8.4% | -89.4% | -72.1% |
| All | -99.1% | +189.7% | -288.8% | -95.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling