+452.0%
TEAM vs QID
-99.1%
+551.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | +0.2% |
| 7D | -16.9% | -11.8% | -5.1% | -22.6% |
| 30D | -26.8% | +14.2% | -41.0% | -20.1% |
| 3M | -1.9% | +8.8% | -10.7% | +4.6% |
| 6M | +79.2% | +1.5% | +77.7% | +84.6% |
| YTD | -6.1% | -23.8% | +17.7% | -16.9% |
| 1Y | -2.1% | -22.0% | +19.9% | -11.9% |
| 3Y | -13.6% | -71.9% | +58.3% | -50.9% |
| 5Y | -65.8% | -77.6% | +11.8% | -77.2% |
| All | +452.0% | -99.1% | +551.0% | +1.8% |
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 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