-71.3%
QID vs FIVE
+40.0%
-111.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -7.1% | +2.7% | -9.8% | -6.3% |
| 30D | +12.6% | +12.7% | 0.0% | +16.9% |
| 3M | +14.2% | +2.1% | +12.2% | +15.6% |
| 6M | +6.2% | +17.5% | -11.3% | +12.7% |
| YTD | -21.8% | +31.0% | -52.8% | -13.3% |
| 1Y | -23.1% | +67.7% | -90.9% | -8.1% |
| 3Y | -71.3% | +43.4% | -114.7% | -56.9% |
| All | -71.3% | +40.0% | -111.3% | -56.9% |
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