+54.6%
TER vs QID
-74.8%
+129.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +0.6% |
| 7D | -20.5% | +9.4% | -29.9% | -13.0% |
| 30D | -47.0% | +31.2% | -78.2% | -31.9% |
| 3M | -43.3% | +17.4% | -60.7% | -32.2% |
| 6M | -42.9% | +8.4% | -51.3% | -30.3% |
| YTD | +12.9% | -15.8% | +28.6% | +19.4% |
| 1Y | +18.2% | -16.3% | +34.5% | +26.3% |
| 3Y | +151.8% | -70.4% | +222.2% | +68.6% |
| All | +54.6% | -74.8% | +129.4% | +27.5% |
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 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