+351.6%
T vs QID
-100.0%
+451.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.2% |
| 7D | +1.6% | -11.8% | +13.5% | -1.0% |
| 30D | -2.9% | +14.2% | -17.2% | +0.2% |
| 3M | -7.5% | +8.8% | -16.3% | -5.5% |
| 6M | -9.9% | +1.5% | -11.4% | -9.2% |
| YTD | -6.4% | -23.8% | +17.3% | -11.6% |
| 1Y | -9.4% | -22.0% | +12.6% | -13.9% |
| 3Y | +64.9% | -71.9% | +136.7% | +24.8% |
| 5Y | +57.0% | -77.6% | +134.5% | +21.2% |
| 10Y | +60.8% | -99.1% | +159.9% | -45.7% |
| All | +351.6% | -100.0% | +451.6% | -42.5% |
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