-78.2%
QID vs Z
-54.5%
-23.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -3.9% |
| 7D | -1.1% | -13.1% | +11.9% | -6.0% |
| 30D | +14.4% | +5.9% | +8.5% | +18.5% |
| 3M | +6.7% | -13.7% | +20.3% | +1.8% |
| 6M | +2.6% | -27.1% | +29.7% | -9.1% |
| YTD | -24.2% | -56.8% | +32.6% | -46.5% |
| 1Y | -22.3% | -60.2% | +37.9% | -47.0% |
| 3Y | -72.0% | -19.7% | -52.3% | -68.2% |
| 5Y | -78.2% | -53.7% | -24.5% | -73.5% |
| All | -78.2% | -54.5% | -23.7% | -73.5% |
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