-73.0%
QID vs TRU
-2.2%
-70.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +2.7% | -9.4% | +12.1% | -1.3% |
| 30D | +3.3% | -4.1% | +7.4% | +1.7% |
| 3M | -5.5% | +13.6% | -19.1% | +0.2% |
| 6M | -28.4% | +3.6% | -32.0% | -26.5% |
| YTD | -26.6% | -9.8% | -16.7% | -28.9% |
| 1Y | -34.1% | -13.6% | -20.5% | -37.4% |
| All | -73.0% | -2.2% | -70.8% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling