-100.0%
QID vs TECH
+606.9%
-706.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -0.6% | +0.1% | -0.7% | -0.5% |
| 30D | 0.0% | +0.7% | -0.7% | +0.5% |
| 3M | +3.7% | +36.3% | -32.6% | +32.3% |
| 6M | -29.9% | +25.6% | -55.4% | -15.2% |
| YTD | -28.8% | +23.7% | -52.5% | -14.2% |
| 1Y | -37.2% | +37.6% | -74.8% | -16.4% |
| 3Y | -73.7% | -6.6% | -67.1% | -71.3% |
| 5Y | -80.7% | -42.2% | -38.5% | -83.0% |
| 10Y | -99.1% | +187.6% | -286.7% | -95.1% |
| All | -100.0% | +606.9% | -706.9% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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