-100.0%
QID vs BR
+1,281.7%
-1,381.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.2% |
| 7D | -1.9% | -5.0% | +3.1% | -6.5% |
| 30D | +1.7% | -2.5% | +4.2% | -0.6% |
| 3M | -3.9% | +13.5% | -17.4% | +7.6% |
| 6M | -30.0% | -9.4% | -20.6% | -37.0% |
| YTD | -28.2% | -23.3% | -4.9% | -45.3% |
| 1Y | -35.6% | -31.6% | -4.0% | -56.3% |
| 3Y | -74.3% | -5.1% | -69.2% | -73.8% |
| 5Y | -80.8% | +8.2% | -89.0% | -73.3% |
| 10Y | -99.2% | +189.8% | -289.0% | -95.9% |
| All | -100.0% | +1,281.7% | -1,381.7% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling