+76.7%
RF vs QID
-100.0%
+176.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.3% |
| 7D | +1.3% | -0.6% | +1.9% | +1.0% |
| 30D | -3.6% | 0.0% | -3.6% | -3.5% |
| 3M | +8.1% | +3.7% | +4.4% | +11.2% |
| 6M | +11.5% | -29.9% | +41.3% | -6.5% |
| YTD | +15.6% | -28.8% | +44.3% | -1.8% |
| 1Y | +15.7% | -37.2% | +52.9% | -7.6% |
| 3Y | +86.9% | -73.7% | +160.6% | +2.4% |
| 5Y | +89.8% | -80.7% | +170.6% | +4.2% |
| 10Y | +344.7% | -99.1% | +443.8% | -55.5% |
| All | +76.7% | -100.0% | +176.7% | -96.4% |
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 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