-99.1%
QID vs USFR
+28.1%
-127.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.7% |
| 7D | +1.3% | +0.1% | +1.1% | +1.4% |
| 30D | +2.9% | +0.4% | +2.6% | +3.2% |
| 3M | -0.7% | +1.0% | -1.8% | -0.1% |
| 6M | -29.7% | +2.0% | -31.7% | -28.8% |
| YTD | -27.9% | +2.8% | -30.6% | -26.5% |
| 1Y | -34.6% | +4.1% | -38.7% | -32.5% |
| 3Y | -73.5% | +14.1% | -87.7% | -70.5% |
| 5Y | -81.0% | +20.6% | -101.6% | -77.6% |
| All | -99.1% | +28.1% | -127.3% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling