-99.3%
QID vs Z
+4.2%
-103.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | -0.3% |
| 7D | -11.8% | -4.9% | -6.9% | -13.3% |
| 30D | +14.2% | +3.0% | +11.3% | +16.7% |
| 3M | +8.8% | -13.4% | +22.2% | +4.8% |
| 6M | +1.5% | -27.3% | +28.8% | -8.3% |
| YTD | -23.8% | -57.8% | +34.0% | -43.3% |
| 1Y | -22.0% | -60.0% | +38.0% | -42.9% |
| 3Y | -71.9% | -21.5% | -50.4% | -69.6% |
| 5Y | -77.6% | -55.0% | -22.6% | -75.5% |
| 10Y | -99.1% | -18.8% | -80.3% | -98.2% |
| All | -99.3% | +4.2% | -103.4% | -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