-99.1%
QID vs ES
+85.1%
-184.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.6% |
| 7D | -2.7% | +1.4% | -4.1% | -2.0% |
| 30D | +1.8% | -1.2% | +3.0% | +1.2% |
| 3M | -2.2% | +5.0% | -7.2% | +0.2% |
| 6M | -32.1% | -2.8% | -29.3% | -33.2% |
| YTD | -28.6% | +8.6% | -37.1% | -25.4% |
| 1Y | -36.3% | +18.9% | -55.3% | -29.4% |
| 3Y | -74.4% | +32.1% | -106.5% | -68.9% |
| 5Y | -80.8% | -5.1% | -75.7% | -80.5% |
| 10Y | -99.1% | +84.2% | -183.3% | -98.6% |
| All | -99.1% | +85.1% | -184.2% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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