-70.4%
QID vs FIVE
+34.8%
-105.2%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.7% |
| 7D | +9.4% | -0.3% | +9.7% | +9.5% |
| 30D | +31.2% | +17.7% | +13.6% | +37.7% |
| 3M | +17.4% | +4.0% | +13.5% | +19.4% |
| 6M | +8.4% | +2.6% | +5.8% | +10.4% |
| YTD | -15.8% | +27.6% | -43.3% | -7.4% |
| 1Y | -16.3% | +59.9% | -76.3% | -1.4% |
| 3Y | -70.4% | +35.8% | -106.2% | -55.5% |
| All | -70.4% | +34.8% | -105.2% | -55.5% |
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