-35.6%
QID vs FIVE
+64.7%
-100.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | -0.3% |
| 7D | -1.9% | +1.7% | -3.6% | -1.4% |
| 30D | +1.7% | +5.0% | -3.3% | +3.5% |
| 3M | -3.9% | +29.5% | -33.4% | +4.6% |
| 6M | -30.0% | +12.4% | -42.4% | -26.3% |
| YTD | -28.2% | +31.2% | -59.4% | -18.3% |
| 1Y | -35.6% | +72.9% | -108.5% | -16.3% |
| All | -35.6% | +64.7% | -100.4% | -16.3% |
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