-100.0%
QID vs TECH
+610.5%
-710.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -7.1% | 0.0% | -7.2% | -7.1% |
| 30D | +12.6% | +0.4% | +12.2% | +13.0% |
| 3M | +14.2% | +1.0% | +13.3% | +15.1% |
| 6M | +6.2% | +62.7% | -56.5% | +55.1% |
| YTD | -21.8% | +24.3% | -46.1% | -5.4% |
| 1Y | -23.1% | +20.5% | -43.6% | -8.9% |
| 3Y | -71.3% | +29.3% | -100.6% | -58.1% |
| 5Y | -77.0% | -41.0% | -36.0% | -79.4% |
| 10Y | -99.0% | +189.2% | -288.2% | -94.6% |
| All | -100.0% | +610.5% | -710.5% | -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