-80.8%
QID vs Z
-65.8%
-15.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.2% |
| 7D | -1.9% | -7.1% | +5.1% | -4.7% |
| 30D | +1.7% | -4.8% | +6.5% | +0.1% |
| 3M | -3.9% | -9.3% | +5.4% | -7.1% |
| 6M | -30.0% | -29.0% | -1.0% | -38.3% |
| YTD | -28.2% | -52.9% | +24.7% | -46.5% |
| 1Y | -35.6% | -63.1% | +27.5% | -56.7% |
| 3Y | -74.3% | -36.9% | -37.4% | -74.8% |
| 5Y | -80.8% | -65.5% | -15.3% | -76.1% |
| All | -80.8% | -65.8% | -15.1% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling