-47.7%
QS vs QID
-91.4%
+43.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | +1.0% |
| 7D | -5.0% | +2.7% | -7.7% | -2.9% |
| 30D | -18.3% | +3.3% | -21.6% | -15.8% |
| 3M | -26.0% | -5.5% | -20.5% | -25.7% |
| 6M | -24.0% | -28.4% | +4.4% | -35.0% |
| YTD | -50.3% | -26.6% | -23.7% | -55.9% |
| 1Y | -38.0% | -34.1% | -3.8% | -47.3% |
| 3Y | -24.6% | -73.7% | +49.1% | -60.6% |
| 5Y | -75.4% | -80.7% | +5.2% | -86.1% |
| All | -47.7% | -91.4% | +43.7% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling