-43.5%
QS vs QID
-91.6%
+48.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.2% |
| 7D | +2.2% | -2.7% | +4.9% | +0.1% |
| 30D | -8.1% | +1.8% | -9.9% | -6.4% |
| 3M | -27.0% | -2.2% | -24.9% | -24.7% |
| 6M | -16.4% | -32.1% | +15.7% | -31.3% |
| YTD | -46.4% | -28.6% | -17.8% | -53.4% |
| 1Y | -41.1% | -36.3% | -4.8% | -51.3% |
| 3Y | -18.6% | -74.4% | +55.8% | -58.4% |
| 5Y | -73.0% | -80.8% | +7.7% | -85.1% |
| All | -43.5% | -91.6% | +48.1% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling