-74.4%
QID vs FIVE
+59.0%
-133.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.5% |
| 7D | -2.7% | +3.7% | -6.4% | -1.7% |
| 30D | +1.8% | +4.0% | -2.2% | +3.1% |
| 3M | -2.2% | +36.2% | -38.4% | +7.6% |
| 6M | -32.1% | +18.0% | -50.2% | -27.6% |
| YTD | -28.6% | +34.9% | -63.5% | -20.4% |
| 1Y | -36.3% | +67.9% | -104.2% | -23.3% |
| 3Y | -74.4% | +57.3% | -131.7% | -59.5% |
| All | -74.4% | +59.0% | -133.4% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling