-80.7%
QID vs FIVE
+31.2%
-111.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | +1.9% |
| 7D | -0.6% | +4.3% | -4.9% | +1.2% |
| 30D | 0.0% | +12.5% | -12.5% | +5.6% |
| 3M | +3.7% | +31.2% | -27.5% | +17.7% |
| 6M | -29.9% | +14.4% | -44.2% | -24.0% |
| YTD | -28.8% | +33.9% | -62.7% | -16.6% |
| 1Y | -37.2% | +65.1% | -102.2% | -17.6% |
| 3Y | -73.7% | +49.0% | -122.7% | -63.4% |
| All | -80.7% | +31.2% | -111.9% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling