-74.6%
QID vs M
+123.1%
-197.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -2.9% | +0.4% |
| 7D | -0.6% | +4.7% | -5.4% | +0.8% |
| 30D | 0.0% | -9.6% | +9.6% | -3.0% |
| 3M | +3.7% | +0.9% | +2.9% | +4.9% |
| 6M | -29.9% | +22.3% | -52.1% | -24.1% |
| YTD | -28.8% | +6.5% | -35.3% | -25.7% |
| 1Y | -37.2% | +38.8% | -75.9% | -28.0% |
| All | -74.6% | +123.1% | -197.6% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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