-22.0%
QID vs Z
-61.0%
+39.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.2% |
| 7D | -11.8% | -4.9% | -6.9% | -12.4% |
| 30D | +14.2% | +3.0% | +11.3% | +14.8% |
| 3M | +8.8% | -13.4% | +22.2% | +6.7% |
| 6M | +1.5% | -27.3% | +28.8% | -4.9% |
| YTD | -23.8% | -57.8% | +34.0% | -36.6% |
| 1Y | -22.0% | -60.0% | +38.0% | -35.7% |
| All | -22.0% | -61.0% | +39.0% | -35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling