-99.0%
QID vs ES
+87.3%
-186.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.4% |
| 7D | +1.8% | +0.9% | +0.9% | +2.1% |
| 30D | +21.6% | +5.9% | +15.7% | +24.7% |
| 3M | +12.6% | -1.0% | +13.7% | +11.7% |
| 6M | +6.9% | +7.2% | -0.3% | +10.3% |
| YTD | -20.5% | +7.0% | -27.5% | -17.8% |
| 1Y | -18.1% | +0.5% | -18.5% | -17.9% |
| 3Y | -70.7% | +48.7% | -119.3% | -61.6% |
| 5Y | -77.2% | +1.9% | -79.2% | -75.7% |
| 10Y | -99.0% | +89.2% | -188.2% | -98.5% |
| All | -99.0% | +87.3% | -186.4% | -98.5% |
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