+65.5%
T vs QID
-71.4%
+136.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.2% |
| 7D | +2.5% | -7.1% | +9.7% | +3.2% |
| 30D | -3.8% | +12.6% | -16.4% | -5.0% |
| 3M | -8.7% | +14.2% | -23.0% | -10.1% |
| 6M | -8.1% | +6.2% | -14.3% | -9.0% |
| YTD | -6.4% | -21.8% | +15.3% | -5.7% |
| 1Y | -9.8% | -23.1% | +13.4% | -8.9% |
| 3Y | +65.5% | -71.3% | +136.8% | +66.9% |
| All | +65.5% | -71.4% | +136.9% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling