-99.7%
QID vs USFR
+27.6%
-127.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +1.8% | +0.3% | +1.5% | +2.0% |
| 3M | -2.2% | +1.0% | -3.1% | -1.6% |
| 6M | -32.1% | +1.9% | -34.1% | -31.3% |
| YTD | -28.6% | +2.7% | -31.2% | -27.3% |
| 1Y | -36.3% | +4.0% | -40.3% | -34.6% |
| 3Y | -74.4% | +14.0% | -88.4% | -72.0% |
| 5Y | -80.8% | +20.4% | -101.2% | -78.1% |
| 10Y | -99.1% | +28.1% | -127.2% | -99.0% |
| All | -99.7% | +27.6% | -127.2% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling