+262.0%
TER vs QID
-74.8%
+336.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.8% | +5.2% |
| 7D | +0.6% | -0.6% | +1.3% | +0.1% |
| 30D | -8.3% | 0.0% | -8.3% | -7.6% |
| 3M | -12.2% | +3.7% | -15.9% | -1.3% |
| 6M | +17.1% | -29.9% | +46.9% | -1.4% |
| YTD | +84.7% | -28.8% | +113.4% | +59.5% |
| 1Y | +199.9% | -37.2% | +237.1% | +142.7% |
| All | +262.0% | -74.8% | +336.8% | +93.3% |
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