-99.1%
QID vs Z
-6.2%
-92.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.8% | +5.1% | +1.2% |
| 7D | +2.7% | -11.6% | +14.3% | -2.0% |
| 30D | +3.3% | -8.5% | +11.8% | +0.2% |
| 3M | -5.5% | -7.9% | +2.4% | -7.9% |
| 6M | -28.4% | -29.1% | +0.7% | -36.4% |
| YTD | -26.6% | -54.2% | +27.6% | -44.8% |
| 1Y | -34.1% | -63.5% | +29.4% | -54.5% |
| 3Y | -73.7% | -38.6% | -35.1% | -74.5% |
| 5Y | -80.7% | -66.0% | -14.7% | -80.7% |
| All | -99.1% | -6.2% | -92.9% | -98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded Z 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling