+66.1%
T vs QID
-80.7%
+146.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -1.5% | -2.7% | +1.2% | -1.6% |
| 30D | +7.6% | +1.8% | +5.8% | +7.7% |
| 3M | +15.3% | -2.2% | +17.5% | +15.3% |
| 6M | -8.5% | -32.1% | +23.7% | -10.0% |
| YTD | +6.8% | -28.6% | +35.3% | +5.2% |
| 1Y | -7.2% | -36.3% | +29.1% | -9.2% |
| 3Y | +108.2% | -74.4% | +182.7% | +88.8% |
| 5Y | +66.1% | -80.8% | +146.8% | +39.2% |
| All | +66.1% | -80.7% | +146.7% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling