-100.0%
QID vs M
+23.4%
-123.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -2.9% | +0.7% |
| 7D | -0.6% | +4.7% | -5.4% | +1.2% |
| 30D | 0.0% | -9.6% | +9.6% | -3.8% |
| 3M | +3.7% | +0.9% | +2.9% | +5.1% |
| 6M | -29.9% | +22.3% | -52.1% | -22.7% |
| YTD | -28.8% | +6.5% | -35.3% | -25.2% |
| 1Y | -37.2% | +38.8% | -75.9% | -25.9% |
| 3Y | -73.7% | +115.9% | -189.6% | -57.8% |
| 5Y | -80.7% | +28.6% | -109.4% | -69.1% |
| 10Y | -99.1% | -2.5% | -96.6% | -98.4% |
| All | -100.0% | +23.4% | -123.4% | -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