-98.2%
QID vs NTR
+98.7%
-196.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.8% | +1.1% |
| 7D | +2.7% | -2.5% | +5.2% | +1.6% |
| 30D | +3.3% | +17.0% | -13.7% | +11.4% |
| 3M | -5.5% | +22.2% | -27.7% | +4.0% |
| 6M | -28.4% | +5.2% | -33.6% | -26.6% |
| YTD | -26.6% | +29.7% | -56.2% | -15.9% |
| 1Y | -34.1% | +39.4% | -73.5% | -21.1% |
| 3Y | -73.7% | +38.2% | -111.9% | -67.2% |
| 5Y | -80.7% | +47.6% | -128.3% | -70.5% |
| All | -98.2% | +98.7% | -196.9% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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