-19.1%
QID vs FIVE
+63.1%
-82.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.6% | -12.4% | -5.4% |
| 7D | -0.8% | +6.2% | -7.0% | +0.9% |
| 30D | +20.1% | +18.2% | +1.9% | +24.7% |
| 3M | +11.8% | +3.8% | +8.0% | +13.2% |
| 6M | +5.5% | +13.7% | -8.2% | +9.3% |
| YTD | -21.5% | +34.7% | -56.3% | -12.3% |
| All | -19.1% | +63.1% | -82.3% | -1.3% |
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