+66.9%
T vs QID
-99.1%
+166.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.9% |
| 7D | -2.4% | +2.7% | -5.2% | -2.1% |
| 30D | +4.3% | +3.3% | +1.0% | +4.7% |
| 3M | +11.6% | -5.5% | +17.1% | +10.8% |
| 6M | -5.6% | -28.4% | +22.8% | -9.6% |
| YTD | +6.6% | -26.6% | +33.1% | +2.4% |
| 1Y | -8.4% | -34.1% | +25.8% | -13.3% |
| 3Y | +107.8% | -73.7% | +181.5% | +71.7% |
| 5Y | +68.3% | -80.7% | +149.0% | +38.8% |
| All | +66.9% | -99.1% | +166.1% | -24.0% |
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