-100.0%
QID vs M
+24.6%
-124.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -4.3% |
| 7D | +9.4% | -4.3% | +13.7% | +8.0% |
| 30D | +31.2% | +1.3% | +30.0% | +32.4% |
| 3M | +17.4% | -7.4% | +24.8% | +14.9% |
| 6M | +8.4% | +18.3% | -9.9% | +18.2% |
| YTD | -15.8% | +7.6% | -23.3% | -10.5% |
| 1Y | -16.3% | +17.4% | -33.7% | -7.6% |
| 3Y | -70.4% | +108.4% | -178.8% | -53.1% |
| 5Y | -74.8% | -10.6% | -64.2% | -65.0% |
| 10Y | -99.0% | -3.2% | -95.8% | -98.2% |
| All | -100.0% | +24.6% | -124.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling