-99.8%
QID vs FIVE
+822.5%
-922.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.7% |
| 7D | +9.4% | -0.3% | +9.7% | +9.6% |
| 30D | +31.2% | +17.7% | +13.6% | +40.7% |
| 3M | +17.4% | +4.0% | +13.5% | +20.2% |
| 6M | +8.4% | +2.6% | +5.8% | +11.3% |
| YTD | -15.8% | +27.6% | -43.3% | -4.1% |
| 1Y | -16.3% | +59.9% | -76.3% | +5.0% |
| 3Y | -70.4% | +35.8% | -106.2% | -59.7% |
| 5Y | -74.8% | +14.4% | -89.2% | -61.6% |
| 10Y | -99.0% | +576.1% | -675.2% | -96.6% |
| All | -99.8% | +822.5% | -922.2% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling