-99.3%
QID vs TRU
+228.6%
-327.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | -1.7% |
| 7D | -2.7% | -7.2% | +4.5% | -7.7% |
| 30D | +1.8% | -2.8% | +4.6% | -0.1% |
| 3M | -2.2% | +13.0% | -15.2% | +6.8% |
| 6M | -32.1% | +0.7% | -32.8% | -31.2% |
| YTD | -28.6% | -9.0% | -19.6% | -32.3% |
| 1Y | -36.3% | -16.3% | -20.0% | -43.2% |
| 3Y | -74.4% | -1.1% | -73.3% | -68.9% |
| 5Y | -80.8% | -36.0% | -44.8% | -79.3% |
| 10Y | -99.1% | +139.9% | -239.0% | -96.6% |
| All | -99.3% | +228.6% | -327.9% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling