+57.8%
T vs QID
-76.9%
+134.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | +0.1% |
| 7D | +2.5% | -7.1% | +9.7% | +2.4% |
| 30D | -3.8% | +12.6% | -16.4% | -3.5% |
| 3M | -8.7% | +14.2% | -23.0% | -8.4% |
| 6M | -8.1% | +6.2% | -14.3% | -7.9% |
| YTD | -6.4% | -21.8% | +15.3% | -7.5% |
| 1Y | -9.8% | -23.1% | +13.4% | -10.9% |
| 3Y | +65.5% | -71.3% | +136.8% | +50.8% |
| All | +57.8% | -76.9% | +134.7% | +32.8% |
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