-22.0%
QID vs FIVE
+63.3%
-85.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.7% | -8.5% | -0.4% |
| 7D | +9.8% | +7.5% | +2.3% | +11.5% |
| 30D | +18.9% | +16.7% | +2.2% | +22.8% |
| 3M | +9.6% | +13.4% | -3.8% | +13.2% |
| 6M | -7.8% | +9.0% | -16.9% | -6.0% |
| YTD | -23.3% | +33.8% | -57.1% | -14.3% |
| 1Y | -22.0% | +61.2% | -83.2% | -4.7% |
| All | -22.0% | +63.3% | -85.3% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling