+272.5%
RF vs QID
-99.0%
+371.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | -1.2% |
| 7D | -0.9% | +9.4% | -10.3% | +2.5% |
| 30D | +6.0% | +31.2% | -25.2% | +17.0% |
| 3M | -8.9% | +17.4% | -26.3% | -3.1% |
| 6M | +2.3% | +8.4% | -6.1% | +6.6% |
| YTD | +7.6% | -15.8% | +23.3% | +3.1% |
| 1Y | +21.2% | -16.3% | +37.5% | +16.2% |
| 3Y | +108.5% | -70.4% | +178.9% | +47.5% |
| 5Y | +43.2% | -74.8% | +118.0% | +10.1% |
| All | +272.5% | -99.0% | +371.5% | +34.4% |
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