-99.3%
QID vs Z
+25.1%
-124.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | -1.2% |
| 7D | -0.6% | -3.0% | +2.4% | -1.7% |
| 30D | 0.0% | -4.2% | +4.2% | -1.2% |
| 3M | +3.7% | -3.7% | +7.4% | +3.0% |
| 6M | -29.9% | -24.5% | -5.3% | -36.1% |
| YTD | -28.8% | -49.3% | +20.5% | -43.9% |
| 1Y | -37.2% | -58.7% | +21.5% | -54.0% |
| 3Y | -73.7% | -34.1% | -39.6% | -73.8% |
| 5Y | -80.7% | -64.5% | -16.2% | -80.5% |
| 10Y | -99.1% | -0.5% | -98.6% | -98.2% |
| All | -99.3% | +25.1% | -124.4% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling