-81.0%
QID vs NTRS
+93.2%
-174.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -0.9% |
| 7D | +1.3% | +1.4% | -0.1% | +2.4% |
| 30D | +2.9% | -0.7% | +3.6% | +2.5% |
| 3M | -0.7% | +11.3% | -12.0% | +8.7% |
| 6M | -29.7% | +35.5% | -65.2% | -8.5% |
| YTD | -27.9% | +40.6% | -68.5% | -2.3% |
| 1Y | -34.6% | +49.2% | -83.8% | -6.1% |
| 3Y | -73.5% | +167.2% | -240.8% | -30.9% |
| All | -81.0% | +93.2% | -174.2% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 5y: compounded portfolio wealth divided by compounded NTRS 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…
5y analysis · Full analysis span regression · 6 months rolling