+151.8%
TER vs QID
-70.5%
+222.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +0.1% |
| 7D | -20.5% | +9.4% | -29.9% | -11.4% |
| 30D | -47.0% | +31.2% | -78.2% | -28.2% |
| 3M | -43.3% | +17.4% | -60.7% | -29.8% |
| 6M | -42.9% | +8.4% | -51.3% | -27.8% |
| YTD | +12.9% | -15.8% | +28.6% | +20.2% |
| 1Y | +18.2% | -16.3% | +34.5% | +27.2% |
| 3Y | +151.8% | -70.4% | +222.2% | +52.0% |
| All | +151.8% | -70.5% | +222.3% | +52.0% |
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