+261.5%
RF vs QID
-99.0%
+360.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.8% | +9.0% | -0.2% |
| 7D | -0.1% | -0.8% | +0.6% | 0.0% |
| 30D | +7.0% | +20.1% | -13.0% | +14.7% |
| 3M | -7.0% | +11.8% | -18.8% | -2.6% |
| 6M | +6.8% | +5.5% | +1.2% | +10.3% |
| YTD | +9.9% | -21.5% | +31.4% | +2.9% |
| 1Y | +21.1% | -22.6% | +43.7% | +13.2% |
| 3Y | +119.6% | -72.3% | +191.9% | +52.0% |
| 5Y | +46.2% | -76.9% | +123.1% | +9.0% |
| 10Y | +261.5% | -99.0% | +360.5% | +27.3% |
| All | +261.5% | -99.0% | +360.6% | +27.3% |
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