-24.7%
QS vs QID
-73.9%
+49.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.5% | -7.1% | -6.2% |
| 7D | -4.2% | -1.9% | -2.3% | -5.6% |
| 30D | -15.7% | +1.7% | -17.4% | -14.2% |
| 3M | -28.7% | -3.9% | -24.8% | -27.4% |
| 6M | -23.2% | -30.0% | +6.8% | -34.6% |
| YTD | -49.9% | -28.2% | -21.7% | -55.9% |
| 1Y | -38.8% | -35.6% | -3.2% | -48.1% |
| All | -24.7% | -73.9% | +49.2% | -59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling