-100.0%
QID vs ES
+574.0%
-674.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.8% |
| 7D | -0.6% | +0.3% | -0.9% | -0.4% |
| 30D | 0.0% | -2.0% | +2.0% | -1.5% |
| 3M | +3.7% | +1.7% | +2.1% | +4.5% |
| 6M | -29.9% | -3.5% | -26.3% | -31.9% |
| YTD | -28.8% | +7.9% | -36.7% | -24.7% |
| 1Y | -37.2% | +17.2% | -54.3% | -28.7% |
| 3Y | -73.7% | +29.3% | -103.0% | -66.9% |
| 5Y | -80.7% | -5.7% | -75.0% | -80.5% |
| 10Y | -99.1% | +85.2% | -184.3% | -97.9% |
| All | -100.0% | +574.0% | -674.0% | -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