-99.0%
QID vs FIVE
+596.6%
-695.6%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.6% | -12.4% | -4.3% |
| 7D | -0.8% | +6.2% | -7.0% | +2.5% |
| 30D | +20.1% | +18.2% | +1.9% | +30.3% |
| 3M | +11.8% | +3.8% | +8.0% | +14.8% |
| 6M | +5.5% | +13.7% | -8.2% | +14.0% |
| YTD | -21.5% | +34.7% | -56.3% | -6.8% |
| 1Y | -22.6% | +66.6% | -89.3% | +1.8% |
| 3Y | -72.3% | +44.3% | -116.6% | -60.5% |
| 5Y | -76.9% | +18.8% | -95.7% | -63.1% |
| 10Y | -99.0% | +569.2% | -668.2% | -96.7% |
| All | -99.0% | +596.6% | -695.6% | -96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling