-100.0%
QID vs ES
+570.4%
-670.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -4.7% |
| 7D | +9.4% | +1.9% | +7.5% | +10.7% |
| 30D | +31.2% | +7.1% | +24.2% | +37.2% |
| 3M | +17.4% | -1.9% | +19.4% | +15.2% |
| 6M | +8.4% | +4.4% | +4.1% | +11.0% |
| YTD | -15.8% | +7.3% | -23.1% | -11.7% |
| 1Y | -16.3% | +2.1% | -18.5% | -15.4% |
| 3Y | -70.4% | +41.8% | -112.2% | -59.9% |
| 5Y | -74.8% | +1.4% | -76.2% | -72.8% |
| 10Y | -99.0% | +86.8% | -185.8% | -97.6% |
| All | -100.0% | +570.4% | -670.3% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling