+64.4%
RF vs QID
-100.0%
+164.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | -1.7% |
| 7D | -0.9% | +9.4% | -10.3% | +4.3% |
| 30D | +6.0% | +31.2% | -25.2% | +23.1% |
| 3M | -8.9% | +17.4% | -26.3% | -0.1% |
| 6M | +2.3% | +8.4% | -6.1% | +8.4% |
| YTD | +7.6% | -15.8% | +23.3% | +0.5% |
| 1Y | +21.2% | -16.3% | +37.5% | +13.2% |
| 3Y | +108.5% | -70.4% | +178.9% | +21.2% |
| 5Y | +43.2% | -74.8% | +118.0% | -8.3% |
| 10Y | +288.1% | -99.0% | +387.1% | -58.8% |
| All | +64.4% | -100.0% | +164.4% | -96.3% |
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 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